+359.7%
FWONK vs AMBA
+92.0%
+267.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +2.7% | +10.7% | -7.9% | +1.2% |
| 30D | +17.7% | -5.0% | +22.7% | +18.1% |
| 3M | +5.6% | -26.9% | +32.5% | +9.8% |
| 6M | +20.7% | -21.9% | +42.6% | +21.2% |
| YTD | +11.1% | -13.8% | +24.9% | +8.6% |
| 1Y | +7.7% | -36.1% | +43.8% | +9.9% |
| 3Y | +61.3% | +21.6% | +39.7% | +39.5% |
| 5Y | +93.2% | -68.8% | +162.0% | +98.4% |
| 10Y | +286.7% | +2.3% | +284.4% | +186.0% |
| All | +359.7% | +92.0% | +267.7% | +196.7% |
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