-58.3%
AFRM vs AMBA
-70.4%
+12.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -5.9% |
| 7D | -7.3% | -7.2% | -0.1% | -3.4% |
| 30D | -9.6% | -10.4% | +0.8% | -4.2% |
| 3M | -11.1% | -30.1% | +19.1% | +7.3% |
| 6M | +3.9% | -22.4% | +26.3% | +2.2% |
| YTD | -8.5% | -17.3% | +8.9% | -17.2% |
| 1Y | +3.3% | -35.4% | +38.6% | +8.3% |
| 3Y | +213.7% | +18.6% | +195.1% | +70.0% |
| All | -58.3% | -70.4% | +12.1% | -46.6% |
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