-2.6%
AFRM vs AMBA
-33.1%
+30.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.4% | +1.6% | -6.2% |
| 7D | -6.9% | -14.6% | +7.6% | -4.4% |
| 30D | -7.0% | -18.8% | +11.8% | -3.8% |
| 3M | -11.2% | -32.6% | +21.4% | -5.7% |
| 6M | +4.3% | -25.8% | +30.1% | +4.9% |
| YTD | -6.4% | -22.1% | +15.7% | -9.6% |
| 1Y | -2.6% | -36.2% | +33.6% | -2.9% |
| All | -2.6% | -33.1% | +30.5% | -2.9% |
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 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