-26.1%
FLUT vs AMBA
+12.8%
-38.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.3% |
| 7D | -6.5% | 0.0% | -6.4% | -6.6% |
| 30D | +2.8% | -8.6% | +11.4% | +3.7% |
| 3M | -13.5% | -29.0% | +15.5% | -10.0% |
| 6M | -19.0% | -19.2% | +0.2% | -19.3% |
| YTD | -61.9% | -13.0% | -48.9% | -62.6% |
| 1Y | -63.2% | -31.3% | -32.0% | -62.8% |
| 3Y | -46.0% | +28.1% | -74.2% | -51.7% |
| 5Y | -51.8% | -69.4% | +17.7% | -53.2% |
| 10Y | -26.1% | +7.6% | -33.7% | -26.6% |
| All | -26.1% | +12.8% | -38.9% | -26.6% |
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