+141.6%
FITB vs AMBA
+21.7%
+119.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.3% |
| 7D | +2.8% | +2.7% | +0.1% | +2.4% |
| 30D | +9.8% | -2.2% | +12.0% | +9.9% |
| 3M | -5.2% | -26.6% | +21.5% | -1.5% |
| 6M | +17.3% | -26.8% | +44.1% | +19.2% |
| YTD | +19.3% | -15.1% | +34.4% | +16.5% |
| 1Y | +32.7% | -32.3% | +65.0% | +34.5% |
| 3Y | +141.6% | +19.8% | +121.8% | +104.8% |
| All | +141.6% | +21.7% | +119.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling