-20.9%
AFRM vs AMBA
-54.5%
+33.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.2% |
| 7D | -7.0% | -11.0% | +4.0% | -0.3% |
| 30D | -7.8% | -23.2% | +15.4% | +7.5% |
| 3M | +5.3% | -12.7% | +18.0% | +3.2% |
| 6M | +42.6% | +11.2% | +31.4% | +11.5% |
| YTD | -2.8% | -11.2% | +8.4% | -13.8% |
| 1Y | -19.3% | -22.5% | +3.2% | -25.5% |
| 3Y | +231.0% | -1.3% | +232.3% | +121.7% |
| All | -20.9% | -54.5% | +33.6% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling