+99.4%
FWONK vs AMBA
-50.1%
+149.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.4% | +1.0% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | -5.8% | -16.1% | +10.4% | -4.1% |
| 3M | +10.0% | +4.6% | +5.4% | +8.0% |
| 6M | +14.7% | +29.2% | -14.5% | +8.5% |
| YTD | -1.7% | -2.9% | +1.1% | -4.2% |
| 1Y | -4.6% | -18.7% | +14.1% | -5.7% |
| 3Y | +46.7% | +14.9% | +31.8% | +32.2% |
| 5Y | +99.4% | -53.0% | +152.4% | +85.6% |
| All | +99.4% | -50.1% | +149.5% | +85.6% |
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