+4.7%
FTV vs AMBA
-54.5%
+59.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.5% | -11.0% | +6.5% | -2.7% |
| 30D | -7.1% | -23.2% | +16.1% | -3.0% |
| 3M | -7.2% | -12.7% | +5.5% | -7.2% |
| 6M | -1.5% | +11.2% | -12.7% | -7.2% |
| YTD | +3.5% | -11.2% | +14.7% | +1.2% |
| 1Y | +20.3% | -22.5% | +42.9% | +19.2% |
| 3Y | -3.1% | -1.3% | -1.8% | -13.3% |
| All | +4.7% | -54.5% | +59.3% | -6.4% |
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