+39.4%
FLR vs AMBA
+23.1%
+16.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +5.1% | -2.6% | +7.8% | +5.9% |
| 30D | -0.5% | -10.5% | +10.0% | +2.4% |
| 3M | -3.5% | -26.4% | +23.0% | +3.8% |
| 6M | +16.5% | -20.9% | +37.4% | +18.9% |
| YTD | +27.3% | -14.8% | +42.1% | +25.1% |
| 1Y | +10.6% | -36.1% | +46.7% | +17.1% |
| 3Y | +39.4% | +20.2% | +19.1% | +13.5% |
| All | +39.4% | +23.1% | +16.3% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling