+28.5%
USFR vs AMBA
+7.9%
+20.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.4% | -3.6% | +4.0% | +0.4% |
| 3M | +1.1% | -24.6% | +25.7% | +1.1% |
| 6M | +2.1% | -21.6% | +23.7% | +2.1% |
| YTD | +3.4% | -11.8% | +15.2% | +3.4% |
| 1Y | +4.1% | -33.2% | +37.3% | +4.1% |
| 3Y | +14.4% | +24.5% | -10.1% | +14.4% |
| 5Y | +21.4% | -67.7% | +89.1% | +21.5% |
| 10Y | +28.5% | +4.7% | +23.8% | +28.2% |
| All | +28.5% | +7.9% | +20.7% | +28.2% |
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