+1,400.9%
FLEX vs AMBA
+722.2%
+678.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -10.9% |
| 7D | -28.3% | -14.6% | -13.7% | -24.7% |
| 30D | -45.0% | -18.8% | -26.2% | -41.4% |
| 3M | -45.2% | -32.6% | -12.7% | -38.7% |
| 6M | -30.8% | -25.8% | -5.0% | -26.7% |
| YTD | +10.4% | -22.1% | +32.6% | +14.3% |
| 1Y | +2.3% | -36.2% | +38.5% | +11.0% |
| 3Y | +238.9% | +10.0% | +228.9% | +202.3% |
| 5Y | +386.0% | -71.6% | +457.6% | +459.2% |
| 10Y | +551.1% | -4.7% | +555.8% | +410.3% |
| All | +1,400.9% | +722.2% | +678.7% | +705.1% |
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