+13.8%
AFL vs AMBA
-34.6%
+48.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.0% |
| 7D | +2.1% | -2.6% | +4.7% | +2.0% |
| 30D | +10.6% | -10.5% | +21.0% | +10.1% |
| 3M | +4.4% | -26.4% | +30.8% | +3.4% |
| 6M | +13.1% | -20.9% | +34.0% | +13.1% |
| YTD | +16.6% | -14.8% | +31.4% | +16.6% |
| 1Y | +13.8% | -36.1% | +49.9% | +14.2% |
| All | +13.8% | -34.6% | +48.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling