+12.7%
AFRM vs AMBA
-15.4%
+28.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +5.2% |
| 7D | +3.1% | -8.1% | +11.2% | +3.9% |
| 30D | +1.1% | -10.8% | +11.9% | +2.0% |
| 3M | -3.2% | -25.9% | +22.7% | -0.8% |
| 6M | +12.7% | -13.9% | +26.5% | +13.5% |
| All | +12.7% | -15.4% | +28.1% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling