+18.7%
FWONK vs AMBA
-26.0%
+44.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.4% |
| 7D | +2.5% | +2.7% | -0.1% | +2.6% |
| 30D | +20.0% | -2.2% | +22.1% | +19.9% |
| 3M | +5.2% | -26.6% | +31.8% | +5.3% |
| 6M | +18.7% | -26.8% | +45.5% | +18.8% |
| All | +18.7% | -26.0% | +44.7% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling