+14.3%
FLR vs AMBA
+837.3%
-823.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | +5.4% | -11.0% | +16.4% | +8.2% |
| 30D | +11.4% | -23.2% | +34.5% | +18.5% |
| 3M | +11.4% | -12.7% | +24.1% | +12.5% |
| 6M | +16.6% | +11.2% | +5.4% | +9.9% |
| YTD | +41.7% | -11.2% | +52.9% | +39.8% |
| 1Y | +35.4% | -22.5% | +58.0% | +36.2% |
| 3Y | +57.3% | -1.3% | +58.6% | +42.8% |
| 5Y | +241.0% | -54.2% | +295.1% | +233.6% |
| 10Y | +16.6% | -6.1% | +22.8% | -12.2% |
| All | +14.3% | +837.3% | -823.0% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling