+442.5%
FITB vs AMBA
+831.3%
-388.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | +7.0% | -3.6% | +10.6% | +7.5% |
| 3M | -4.8% | -24.6% | +19.8% | -0.6% |
| 6M | +13.5% | -21.6% | +35.2% | +14.1% |
| YTD | +19.1% | -11.8% | +30.9% | +15.9% |
| 1Y | +30.8% | -33.2% | +63.9% | +33.3% |
| 3Y | +141.6% | +24.5% | +117.1% | +107.9% |
| 5Y | +48.3% | -67.7% | +115.9% | +52.1% |
| 10Y | +215.9% | +4.7% | +211.2% | +144.5% |
| All | +442.5% | +831.3% | -388.8% | +217.2% |
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