+127.5%
FLR vs AMBA
-66.8%
+194.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.5% |
| 7D | +6.3% | +2.6% | +3.7% | +5.7% |
| 30D | +1.8% | -3.6% | +5.4% | +2.7% |
| 3M | -4.4% | -24.6% | +20.2% | +1.4% |
| 6M | +15.9% | -21.6% | +37.5% | +18.5% |
| YTD | +27.7% | -11.8% | +39.5% | +25.5% |
| 1Y | +11.6% | -33.2% | +44.8% | +16.2% |
| 3Y | +39.9% | +24.5% | +15.4% | +20.4% |
| 5Y | +127.5% | -67.7% | +195.2% | +124.4% |
| All | +127.5% | -66.8% | +194.3% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling