+655.5%
FN vs AMBA
-6.6%
+662.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.4% | -4.8% | -11.0% |
| 7D | -16.0% | -14.6% | -1.4% | -11.0% |
| 30D | -40.1% | -18.8% | -21.3% | -35.5% |
| 3M | -43.9% | -32.6% | -11.3% | -35.8% |
| 6M | -55.6% | -25.8% | -29.8% | -52.4% |
| YTD | -35.7% | -22.1% | -13.5% | -32.7% |
| 1Y | -39.8% | -36.2% | -3.6% | -33.4% |
| 3Y | +80.3% | +10.0% | +70.3% | +61.2% |
| 5Y | +143.3% | -71.6% | +214.8% | +189.0% |
| All | +655.5% | -6.6% | +662.1% | +419.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling