-74.6%
FRSH vs AMBA
-59.2%
-15.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.7% |
| 7D | -8.9% | +2.6% | -11.5% | -9.7% |
| 30D | -13.2% | -3.6% | -9.6% | -12.6% |
| 3M | +0.9% | -24.6% | +25.5% | +7.8% |
| 6M | +40.3% | -21.6% | +61.9% | +39.1% |
| YTD | -1.4% | -11.8% | +10.4% | -8.2% |
| 1Y | +3.8% | -33.2% | +37.0% | +5.4% |
| 3Y | -30.8% | +24.5% | -55.3% | -50.2% |
| 5Y | -68.5% | -67.7% | -0.9% | -66.0% |
| All | -74.6% | -59.2% | -15.4% | -74.3% |
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 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