+762.4%
FTI vs AMBA
-70.4%
+832.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +2.1% |
| 7D | -7.6% | -7.2% | -0.4% | -6.4% |
| 30D | -7.1% | -10.4% | +3.2% | -5.5% |
| 3M | -8.7% | -30.1% | +21.4% | -3.4% |
| 6M | -14.0% | -22.4% | +8.4% | -13.2% |
| YTD | +42.8% | -17.3% | +60.2% | +40.9% |
| 1Y | +50.4% | -35.4% | +85.8% | +54.5% |
| 3Y | +194.1% | +18.6% | +175.5% | +150.6% |
| All | +762.4% | -70.4% | +832.8% | +776.8% |
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 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