+11.0%
FLR vs AMBA
+12.8%
-1.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.3% | +3.0% | +6.8% |
| 7D | +8.5% | 0.0% | +8.6% | +8.6% |
| 30D | -0.7% | -8.6% | +7.9% | +1.8% |
| 3M | -11.7% | -29.0% | +17.3% | -3.6% |
| 6M | +16.2% | -19.2% | +35.4% | +18.0% |
| YTD | +27.0% | -13.0% | +40.0% | +24.6% |
| 1Y | +10.1% | -31.3% | +41.3% | +14.3% |
| 3Y | +46.2% | +28.1% | +18.0% | +19.0% |
| 5Y | +121.4% | -69.4% | +190.9% | +143.6% |
| 10Y | +11.0% | +7.6% | +3.4% | -34.1% |
| All | +11.0% | +12.8% | -1.8% | -34.1% |
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 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