-22.9%
FLUT vs AMBA
+7.9%
-30.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.2% |
| 7D | +4.5% | +2.6% | +1.9% | +4.0% |
| 30D | +9.2% | -3.6% | +12.8% | +9.4% |
| 3M | -13.7% | -24.6% | +10.9% | -10.9% |
| 6M | -9.0% | -21.6% | +12.6% | -8.8% |
| YTD | -60.2% | -11.8% | -48.5% | -61.1% |
| 1Y | -63.1% | -33.2% | -29.9% | -62.5% |
| 3Y | -42.5% | +24.5% | -66.9% | -48.3% |
| 5Y | -47.6% | -67.7% | +20.1% | -49.3% |
| 10Y | -22.9% | +4.7% | -27.6% | -23.6% |
| All | -22.9% | +7.9% | -30.8% | -23.6% |
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