-49.8%
FLUT vs AMBA
-69.7%
+19.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -0.7% | +2.7% | -3.4% | -1.2% |
| 30D | +9.3% | -2.2% | +11.4% | +9.3% |
| 3M | -17.5% | -26.6% | +9.2% | -13.0% |
| 6M | -14.6% | -26.8% | +12.2% | -13.3% |
| YTD | -62.3% | -15.1% | -47.1% | -63.4% |
| 1Y | -59.6% | -32.3% | -27.4% | -59.1% |
| 3Y | -45.3% | +19.8% | -65.1% | -55.3% |
| All | -49.8% | -69.7% | +19.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling