-22.6%
FPS vs AMBA
+2.0%
-24.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.7% | -15.6% | -16.8% |
| 7D | -23.3% | -8.1% | -15.3% | -21.3% |
| 30D | -42.4% | -10.8% | -31.7% | -40.4% |
| 3M | -43.0% | -25.9% | -17.1% | -38.4% |
| 6M | -44.5% | -13.9% | -30.6% | -49.2% |
| All | -22.6% | +2.0% | -24.6% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling