+301.1%
FWONK vs AMBA
+97.7%
+203.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -6.2% | -11.0% | +4.8% | -4.6% |
| 30D | -0.6% | -23.2% | +22.6% | +3.3% |
| 3M | +11.1% | -12.7% | +23.8% | +11.1% |
| 6M | +11.7% | +11.2% | +0.5% | +6.4% |
| YTD | -3.1% | -11.2% | +8.2% | -5.0% |
| 1Y | -4.2% | -22.5% | +18.4% | -5.2% |
| 3Y | +38.3% | -1.3% | +39.7% | +25.0% |
| 5Y | +92.2% | -54.2% | +146.3% | +83.9% |
| 10Y | +355.4% | -6.1% | +361.5% | +240.6% |
| All | +301.1% | +97.7% | +203.4% | +159.4% |
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 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