+565.2%
FLEX vs AMBA
-0.9%
+566.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.6% | +2.4% |
| 7D | -19.3% | -7.2% | -12.1% | -16.9% |
| 30D | -41.5% | -10.4% | -31.2% | -39.0% |
| 3M | -43.1% | -30.1% | -13.0% | -35.8% |
| 6M | -48.2% | -22.4% | -25.8% | -45.6% |
| YTD | +15.5% | -17.3% | +32.8% | +17.2% |
| 1Y | +10.2% | -35.4% | +45.6% | +20.5% |
| 3Y | +256.8% | +18.6% | +238.2% | +197.0% |
| 5Y | +408.2% | -69.8% | +478.0% | +487.4% |
| All | +565.2% | -0.9% | +566.0% | +311.7% |
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