+28.5%
USFR vs AMBA
+4.3%
+24.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.4% | -10.5% | +10.9% | +0.4% |
| 3M | +1.1% | -26.4% | +27.5% | +1.1% |
| 6M | +2.1% | -20.9% | +22.9% | +2.1% |
| YTD | +3.4% | -14.8% | +18.2% | +3.4% |
| 1Y | +4.1% | -36.1% | +40.2% | +4.1% |
| 3Y | +14.4% | +20.2% | -5.8% | +14.4% |
| 5Y | +21.4% | -67.2% | +88.6% | +21.4% |
| 10Y | +28.5% | +5.0% | +23.6% | +28.2% |
| All | +28.5% | +4.3% | +24.2% | +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