+338.6%
AFL vs AMBA
+0.6%
+338.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +0.2% | +10.7% | -10.5% | -0.8% |
| 30D | +8.6% | -5.0% | +13.7% | +9.0% |
| 3M | +5.3% | -26.9% | +32.2% | +8.1% |
| 6M | +10.0% | -21.9% | +31.9% | +10.1% |
| YTD | +16.5% | -13.8% | +30.3% | +14.5% |
| 1Y | +12.7% | -36.1% | +48.8% | +14.3% |
| 3Y | +65.5% | +21.6% | +43.8% | +47.1% |
| 5Y | +148.5% | -68.8% | +217.2% | +154.0% |
| All | +338.6% | +0.6% | +338.0% | +221.9% |
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