+3,333.6%
FN vs AMBA
+807.9%
+2,525.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.2% | -5.5% |
| 7D | -7.0% | -8.1% | +1.1% | -4.7% |
| 30D | -24.7% | -10.8% | -14.0% | -22.2% |
| 3M | -35.7% | -25.9% | -9.7% | -30.0% |
| 6M | -52.4% | -13.9% | -38.5% | -51.7% |
| YTD | -25.0% | -14.0% | -11.0% | -24.1% |
| 1Y | -25.7% | -25.7% | 0.0% | -22.3% |
| 3Y | +110.2% | +21.5% | +88.8% | +88.4% |
| 5Y | +192.3% | -68.9% | +261.3% | +229.4% |
| 10Y | +812.3% | +5.2% | +807.1% | +619.1% |
| All | +3,333.6% | +807.9% | +2,525.7% | +1,445.1% |
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 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