+59.3%
FND vs AMBA
+11.6%
+47.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.8% |
| 7D | -4.4% | +2.6% | -7.0% | -5.2% |
| 30D | +14.5% | -3.6% | +18.1% | +15.1% |
| 3M | -15.6% | -24.6% | +9.0% | -9.5% |
| 6M | +4.7% | -21.6% | +26.3% | +5.2% |
| YTD | -16.1% | -11.8% | -4.4% | -20.1% |
| 1Y | -16.0% | -33.2% | +17.2% | -13.5% |
| 3Y | -35.5% | +24.5% | -60.0% | -50.5% |
| 5Y | -60.5% | -67.7% | +7.2% | -57.6% |
| All | +59.3% | +11.6% | +47.7% | +2.0% |
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