+211.6%
FTI vs AMBA
+21.7%
+189.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | +4.3% | +2.7% | +1.6% | +3.9% |
| 30D | -4.7% | -2.2% | -2.5% | -4.4% |
| 3M | -13.5% | -26.6% | +13.1% | -9.8% |
| 6M | -8.7% | -26.8% | +18.1% | -7.0% |
| YTD | +49.0% | -15.1% | +64.1% | +45.9% |
| 1Y | +54.0% | -32.3% | +86.3% | +56.4% |
| 3Y | +211.6% | +19.8% | +191.8% | +156.9% |
| All | +211.6% | +21.7% | +189.9% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling