-51.2%
FLUT vs AMBA
+10.0%
-61.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.9% | +2.7% |
| 7D | +4.8% | -14.6% | +19.3% | +6.9% |
| 30D | +8.8% | -18.8% | +27.6% | +11.7% |
| 3M | -10.7% | -32.6% | +21.9% | -5.9% |
| 6M | -19.7% | -25.8% | +6.1% | -19.6% |
| YTD | -61.4% | -22.1% | -39.3% | -62.0% |
| 1Y | -61.6% | -36.2% | -25.4% | -60.9% |
| All | -51.2% | +10.0% | -61.2% | -62.0% |
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