+651.7%
FLEX vs AMBA
+7.9%
+643.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.6% |
| 7D | +2.2% | +2.6% | -0.3% | +1.8% |
| 30D | -32.6% | -3.6% | -29.1% | -31.4% |
| 3M | -35.5% | -24.6% | -10.9% | -28.9% |
| 6M | -45.6% | -21.6% | -24.0% | -43.0% |
| YTD | +30.7% | -11.8% | +42.5% | +29.9% |
| 1Y | +28.4% | -33.2% | +61.6% | +39.0% |
| 3Y | +301.7% | +24.5% | +277.2% | +229.3% |
| 5Y | +473.3% | -67.7% | +540.9% | +550.0% |
| 10Y | +651.7% | +4.7% | +647.0% | +354.4% |
| All | +651.7% | +7.9% | +643.9% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling