-29.4%
AFRM vs AMBA
-39.0%
+9.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -3.2% |
| 7D | -7.5% | 0.0% | -7.5% | -7.9% |
| 30D | -15.7% | -8.6% | -7.1% | -11.7% |
| 3M | -9.6% | -29.0% | +19.4% | +7.8% |
| 6M | +6.3% | -19.2% | +25.5% | +2.6% |
| YTD | -8.6% | -13.0% | +4.4% | -19.3% |
| 1Y | -7.6% | -31.3% | +23.7% | -6.5% |
| 3Y | +173.7% | +28.1% | +145.5% | +49.4% |
| 5Y | -56.9% | -69.4% | +12.6% | -42.6% |
| All | -29.4% | -39.0% | +9.5% | -38.3% |
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