+171.0%
FTI vs AMBA
+837.3%
-666.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +5.3% | -11.0% | +16.2% | +7.6% |
| 30D | +15.3% | -23.2% | +38.5% | +20.9% |
| 3M | +15.8% | -12.7% | +28.5% | +16.1% |
| 6M | +22.6% | +11.2% | +11.4% | +15.5% |
| YTD | +79.5% | -11.2% | +90.8% | +75.7% |
| 1Y | +102.0% | -22.5% | +124.6% | +100.2% |
| 3Y | +315.8% | -1.3% | +317.1% | +272.3% |
| 5Y | +1,129.5% | -54.2% | +1,183.7% | +1,086.7% |
| 10Y | +320.9% | -6.1% | +327.1% | +222.4% |
| All | +171.0% | +837.3% | -666.3% | +47.2% |
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