-74.5%
FRSH vs AMBA
-61.8%
-12.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.8% | -6.3% |
| 7D | -17.7% | -7.2% | -10.5% | -16.2% |
| 30D | -11.0% | -10.4% | -0.6% | -8.6% |
| 3M | +4.5% | -30.1% | +34.6% | +13.9% |
| 6M | +36.2% | -22.4% | +58.7% | +34.8% |
| YTD | -1.1% | -17.3% | +16.2% | -6.2% |
| 1Y | +11.6% | -35.4% | +47.0% | +14.1% |
| 3Y | -33.9% | +18.6% | -52.5% | -51.8% |
| 5Y | -68.4% | -69.8% | +1.4% | -65.2% |
| All | -74.5% | -61.8% | -12.7% | -73.8% |
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