+122.8%
FTV vs AMBA
+10.0%
+112.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.2% | -2.7% |
| 7D | -0.6% | -14.6% | +13.9% | +2.0% |
| 30D | +13.0% | -18.8% | +31.8% | +16.8% |
| 3M | +6.8% | -32.6% | +39.4% | +13.5% |
| 6M | +8.0% | -25.8% | +33.8% | +9.6% |
| YTD | +18.9% | -22.1% | +41.0% | +18.4% |
| 1Y | +30.8% | -36.2% | +67.0% | +34.3% |
| 3Y | +33.4% | +10.0% | +23.4% | +17.3% |
| 5Y | +12.7% | -71.6% | +84.2% | +17.1% |
| 10Y | +111.6% | -4.7% | +116.3% | +53.5% |
| All | +122.8% | +10.0% | +112.8% | +53.2% |
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