+29.8%
FITB vs AMBA
-34.6%
+64.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +0.5% | -2.7% | +3.1% | +0.6% |
| 30D | +7.0% | -10.5% | +17.5% | +7.5% |
| 3M | -4.4% | -26.4% | +22.1% | -3.1% |
| 6M | +11.6% | -20.9% | +32.4% | +11.3% |
| YTD | +18.6% | -14.8% | +33.4% | +15.8% |
| 1Y | +29.8% | -36.1% | +65.9% | +29.3% |
| All | +29.8% | -34.6% | +64.5% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling