+663.2%
FLEX vs AMBA
-54.5%
+717.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -0.9% | -11.0% | +10.1% | +2.8% |
| 30D | -10.1% | -23.2% | +13.0% | -2.3% |
| 3M | -31.3% | -12.7% | -18.6% | -29.7% |
| 6M | +71.3% | +11.2% | +60.1% | +60.0% |
| YTD | +81.2% | -11.2% | +92.5% | +79.3% |
| 1Y | +98.5% | -22.5% | +121.0% | +102.4% |
| 3Y | +428.2% | -1.3% | +429.6% | +369.0% |
| All | +663.2% | -54.5% | +717.8% | +589.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling