-42.3%
FIX vs AMBA
-15.4%
-26.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.7% | -13.3% | -14.6% |
| 7D | -18.9% | -8.1% | -10.8% | -17.0% |
| 30D | -36.3% | -10.8% | -25.5% | -34.4% |
| 3M | -38.5% | -25.9% | -12.6% | -33.7% |
| 6M | -42.3% | -13.9% | -28.4% | -41.6% |
| All | -42.3% | -15.4% | -26.8% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling