+205.3%
FTI vs AMBA
+23.6%
+181.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +5.4% | +10.7% | -5.3% | +3.7% |
| 30D | -8.2% | -5.0% | -3.2% | -7.5% |
| 3M | -13.7% | -26.9% | +13.2% | -10.0% |
| 6M | -11.2% | -21.9% | +10.7% | -10.6% |
| YTD | +46.0% | -13.8% | +59.8% | +42.7% |
| 1Y | +51.8% | -36.1% | +87.9% | +56.0% |
| All | +205.3% | +23.6% | +181.7% | +151.1% |
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