+71.6%
FITB vs AMBA
-54.5%
+126.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.6% | -11.0% | +11.6% | +2.6% |
| 30D | -4.7% | -23.2% | +18.4% | -0.4% |
| 3M | +6.7% | -12.7% | +19.4% | +6.6% |
| 6M | +12.6% | +11.2% | +1.3% | +5.3% |
| YTD | +19.1% | -11.2% | +30.3% | +16.0% |
| 1Y | +22.6% | -22.5% | +45.2% | +21.1% |
| 3Y | +127.1% | -1.3% | +128.4% | +100.5% |
| All | +71.6% | -54.5% | +126.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling