+298.0%
AFL vs AMBA
-5.3%
+303.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.8% |
| 7D | -0.7% | -6.4% | +5.7% | -0.1% |
| 30D | -7.1% | -26.8% | +19.7% | -4.2% |
| 3M | +0.4% | -7.6% | +8.1% | -0.2% |
| 6M | +4.5% | +21.2% | -16.7% | -0.4% |
| YTD | +6.1% | -10.4% | +16.5% | +4.3% |
| 1Y | +10.6% | -24.4% | +35.0% | +9.9% |
| 3Y | +64.0% | +6.0% | +58.0% | +49.5% |
| 5Y | +133.7% | -53.9% | +187.6% | +123.6% |
| 10Y | +298.0% | -6.2% | +304.2% | +197.0% |
| All | +298.0% | -5.3% | +303.3% | +197.0% |
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