-85.5%
FLNC vs AMBA
-65.9%
-19.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +1.4% |
| 7D | -16.2% | +2.6% | -18.7% | -16.9% |
| 30D | -28.1% | -3.6% | -24.6% | -26.1% |
| 3M | -61.3% | -24.6% | -36.6% | -54.6% |
| 6M | -79.9% | -21.6% | -58.3% | -77.7% |
| YTD | -74.3% | -11.8% | -62.5% | -73.9% |
| 1Y | -75.5% | -33.2% | -42.3% | -71.3% |
| 3Y | -70.4% | +24.5% | -94.9% | -78.3% |
| 5Y | -86.4% | -67.7% | -18.7% | -81.4% |
| All | -85.5% | -65.9% | -19.6% | -80.5% |
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 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