+442.7%
FITB vs AMBA
+837.3%
-394.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| YTD | +19.1% | -11.2% | +30.3% | +16.5% |
| 1Y | +22.6% | -22.5% | +45.2% | +21.5% |
| 3Y | +127.1% | -1.3% | +128.4% | +105.1% |
| 5Y | +71.8% | -54.2% | +126.0% | +65.8% |
| 10Y | +287.2% | -6.1% | +293.3% | +203.7% |
| All | +442.7% | +837.3% | -394.6% | +218.7% |
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