+586.2%
AFL vs AMBA
+837.3%
-251.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.6% | -11.0% | +11.6% | +1.6% |
| 30D | -6.2% | -23.2% | +17.0% | -4.0% |
| 3M | +2.2% | -12.7% | +14.9% | +2.1% |
| 6M | +5.3% | +11.2% | -5.9% | +1.9% |
| YTD | +8.0% | -11.2% | +19.2% | +6.5% |
| 1Y | +10.2% | -22.5% | +32.8% | +9.4% |
| 3Y | +67.1% | -1.3% | +68.4% | +56.0% |
| 5Y | +135.6% | -54.2% | +189.8% | +127.7% |
| 10Y | +299.4% | -6.1% | +305.5% | +230.4% |
| All | +586.2% | +837.3% | -251.1% | +325.8% |
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