-63.3%
FND vs AMBA
-69.7%
+6.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -6.8% | +2.7% | -9.5% | -7.5% |
| 30D | +8.0% | -2.2% | +10.2% | +8.1% |
| 3M | -18.9% | -26.6% | +7.7% | -12.7% |
| 6M | +4.7% | -26.8% | +31.5% | +7.5% |
| YTD | -21.6% | -15.1% | -6.4% | -24.5% |
| 1Y | -22.0% | -32.3% | +10.2% | -20.2% |
| 3Y | -40.4% | +19.8% | -60.2% | -54.7% |
| All | -63.3% | -69.7% | +6.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling