+1,133.2%
FTI vs AMBA
-54.5%
+1,187.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +5.3% | -11.0% | +16.2% | +7.3% |
| 30D | +15.3% | -23.2% | +38.5% | +20.4% |
| 3M | +15.8% | -12.7% | +28.5% | +16.0% |
| 6M | +22.6% | +11.2% | +11.4% | +15.5% |
| YTD | +79.5% | -11.2% | +90.8% | +75.5% |
| 1Y | +102.0% | -22.5% | +124.6% | +99.8% |
| 3Y | +315.8% | -1.3% | +317.1% | +269.4% |
| All | +1,133.2% | -54.5% | +1,187.7% | +1,063.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling