+11.6%
FLR vs AMBA
+7.9%
+3.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.6% |
| 7D | +6.3% | +2.6% | +3.7% | +5.6% |
| 30D | +1.8% | -3.6% | +5.4% | +2.8% |
| 3M | -4.4% | -24.6% | +20.2% | +2.6% |
| 6M | +15.9% | -21.6% | +37.5% | +18.7% |
| YTD | +27.7% | -11.8% | +39.5% | +24.8% |
| 1Y | +11.6% | -33.2% | +44.8% | +16.9% |
| 3Y | +39.9% | +24.5% | +15.4% | +14.7% |
| 5Y | +127.5% | -67.7% | +195.2% | +146.0% |
| 10Y | +11.6% | +4.7% | +6.8% | -33.8% |
| All | +11.6% | +7.9% | +3.7% | -33.8% |
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 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