-27.7%
AFRM vs AMBA
-45.4%
+17.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.4% | +1.6% | -2.3% |
| 7D | -6.9% | -14.6% | +7.6% | +2.0% |
| 30D | -7.0% | -18.8% | +11.8% | +4.5% |
| 3M | -11.2% | -32.6% | +21.4% | +9.3% |
| 6M | +4.3% | -25.8% | +30.1% | +5.8% |
| YTD | -6.4% | -22.1% | +15.7% | -11.5% |
| 1Y | -2.6% | -36.2% | +33.6% | +2.3% |
| 3Y | +210.6% | +10.0% | +200.6% | +87.2% |
| 5Y | -57.6% | -71.6% | +14.0% | -40.8% |
| All | -27.7% | -45.4% | +17.6% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling