+3.0%
FLR vs AMBA
-0.9%
+3.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +5.4% | +2.7% | +2.7% | +4.6% |
| 30D | +2.8% | -2.2% | +5.0% | +3.4% |
| 3M | -6.4% | -26.6% | +20.2% | +1.2% |
| 6M | +8.8% | -26.8% | +35.5% | +13.6% |
| YTD | +23.6% | -15.1% | +38.7% | +22.0% |
| 1Y | +13.8% | -32.3% | +46.1% | +18.6% |
| 3Y | +36.5% | +19.8% | +16.7% | +13.1% |
| 5Y | +119.3% | -69.2% | +188.6% | +140.7% |
| All | +3.0% | -0.9% | +3.9% | -38.4% |
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