+26.3%
FISV vs AMBA
-0.9%
+27.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -0.5% |
| 7D | +25.7% | -7.2% | +32.9% | +26.7% |
| 30D | +38.8% | -10.4% | +49.2% | +40.2% |
| 3M | +16.2% | -30.1% | +46.3% | +20.8% |
| 6M | +12.1% | -22.4% | +34.5% | +12.0% |
| YTD | -6.4% | -17.3% | +11.0% | -8.2% |
| 1Y | +2.0% | -35.4% | +37.4% | +3.3% |
| 3Y | -47.4% | +18.6% | -66.1% | -54.3% |
| 5Y | -37.3% | -69.8% | +32.5% | -36.3% |
| All | +26.3% | -0.9% | +27.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling