+614.8%
FLEX vs AMBA
-0.9%
+615.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | +7.5% | +2.7% | +4.8% | +6.7% |
| 30D | -25.3% | -2.2% | -23.1% | -24.3% |
| 3M | -39.7% | -26.6% | -13.0% | -32.8% |
| 6M | -47.9% | -26.8% | -21.1% | -44.1% |
| YTD | +24.1% | -15.1% | +39.2% | +25.0% |
| 1Y | +26.0% | -32.3% | +58.2% | +35.8% |
| 3Y | +282.7% | +19.8% | +262.9% | +218.0% |
| 5Y | +424.2% | -69.2% | +493.5% | +505.0% |
| All | +614.8% | -0.9% | +615.7% | +337.8% |
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