+2,363.0%
FLEX vs AMBA
+837.3%
+1,525.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.9% | -11.0% | +10.1% | +2.3% |
| 30D | -10.1% | -23.2% | +13.0% | -3.3% |
| 3M | -31.3% | -12.7% | -18.6% | -29.8% |
| 6M | +71.3% | +11.2% | +60.1% | +61.9% |
| YTD | +81.2% | -11.2% | +92.5% | +80.4% |
| 1Y | +98.5% | -22.5% | +121.0% | +103.0% |
| 3Y | +428.2% | -1.3% | +429.6% | +382.1% |
| 5Y | +657.3% | -54.2% | +711.4% | +664.4% |
| 10Y | +995.9% | -6.1% | +1,002.0% | +742.0% |
| All | +2,363.0% | +837.3% | +1,525.8% | +1,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling