-52.0%
FLUT vs AMBA
+16.7%
-68.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -2.4% |
| 7D | -1.1% | -7.2% | +6.2% | -0.2% |
| 30D | +7.7% | -10.4% | +18.1% | +9.0% |
| 3M | -12.2% | -30.1% | +18.0% | -7.9% |
| 6M | -17.6% | -22.4% | +4.9% | -17.9% |
| YTD | -62.0% | -17.3% | -44.7% | -62.9% |
| 1Y | -62.3% | -35.4% | -26.9% | -61.5% |
| 3Y | -52.0% | +18.6% | -70.6% | -62.9% |
| All | -52.0% | +16.7% | -68.7% | -62.9% |
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