+335.9%
AFL vs AMBA
+4.3%
+331.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | +2.1% | -2.6% | +4.7% | +2.3% |
| 30D | +10.6% | -10.5% | +21.0% | +11.5% |
| 3M | +4.4% | -26.4% | +30.8% | +7.1% |
| 6M | +13.1% | -20.9% | +34.0% | +13.0% |
| YTD | +16.6% | -14.8% | +31.4% | +14.7% |
| 1Y | +13.8% | -36.1% | +49.9% | +15.4% |
| 3Y | +65.7% | +20.2% | +45.4% | +47.4% |
| 5Y | +153.1% | -67.2% | +220.4% | +156.3% |
| 10Y | +335.9% | +5.0% | +330.9% | +217.4% |
| All | +335.9% | +4.3% | +331.5% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling