-19.7%
FLUT vs AMBA
-23.4%
+3.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.9% | +0.8% |
| 7D | +4.8% | -14.6% | +19.3% | +3.7% |
| 30D | +8.8% | -18.8% | +27.6% | +7.5% |
| 3M | -10.7% | -32.6% | +21.9% | -12.4% |
| 6M | -19.7% | -25.8% | +6.1% | -19.6% |
| All | -19.7% | -23.4% | +3.7% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling