+214.7%
FITB vs AMBA
+4.2%
+210.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +0.5% | -2.6% | +3.1% | +0.9% |
| 30D | +7.0% | -10.5% | +17.5% | +9.2% |
| 3M | -4.4% | -26.4% | +22.1% | +1.2% |
| 6M | +11.6% | -20.9% | +32.4% | +11.7% |
| YTD | +18.6% | -14.8% | +33.4% | +15.3% |
| 1Y | +29.8% | -36.1% | +65.9% | +33.9% |
| 3Y | +140.7% | +20.2% | +120.5% | +98.8% |
| 5Y | +48.6% | -67.2% | +115.9% | +53.2% |
| All | +214.7% | +4.2% | +210.5% | +105.8% |
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 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