+241.2%
FLEX vs AMBA
+10.0%
+231.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -10.2% |
| 7D | -28.3% | -14.6% | -13.7% | -23.8% |
| 30D | -45.0% | -18.8% | -26.2% | -40.5% |
| 3M | -45.2% | -32.6% | -12.7% | -37.1% |
| 6M | -30.8% | -25.8% | -5.0% | -26.1% |
| YTD | +10.4% | -22.1% | +32.6% | +13.8% |
| 1Y | +2.3% | -36.2% | +38.5% | +11.8% |
| All | +241.2% | +10.0% | +231.2% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling