-32.8%
FPS vs AMBA
-2.0%
-30.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.1% | +0.8% | +4.9% |
| 7D | -24.5% | -7.2% | -17.3% | -22.3% |
| 30D | -52.1% | -10.4% | -41.7% | -50.0% |
| 3M | -48.4% | -30.1% | -18.2% | -42.9% |
| 6M | -54.4% | -22.4% | -31.9% | -55.8% |
| All | -32.8% | -2.0% | -30.8% | -45.5% |
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 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