+191.0%
FISV vs AMBA
+837.3%
-646.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.3% | -11.0% | +10.6% | +0.9% |
| 30D | -2.1% | -23.2% | +21.1% | +0.8% |
| 3M | -5.7% | -12.7% | +7.0% | -5.9% |
| 6M | -15.3% | +11.2% | -26.5% | -18.9% |
| YTD | -21.1% | -11.2% | -9.9% | -22.5% |
| 1Y | -61.1% | -22.5% | -38.5% | -61.5% |
| 3Y | -56.8% | -1.3% | -55.5% | -60.2% |
| 5Y | -54.2% | -54.2% | 0.0% | -55.9% |
| 10Y | +1.6% | -6.1% | +7.7% | -17.4% |
| All | +191.0% | +837.3% | -646.2% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling