+28.4%
USFR vs AMBA
+92.0%
-63.5%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | 0.0% |
| 7D | +0.1% | -7.2% | +7.3% | +0.1% |
| 30D | +0.4% | -10.4% | +10.8% | +0.4% |
| 3M | +1.1% | -30.1% | +31.2% | +1.1% |
| 6M | +2.1% | -22.4% | +24.5% | +2.1% |
| YTD | +3.4% | -17.3% | +20.8% | +3.4% |
| 1Y | +4.1% | -35.4% | +39.5% | +4.1% |
| 3Y | +14.4% | +18.6% | -4.2% | +14.4% |
| 5Y | +21.3% | -69.8% | +91.2% | +21.4% |
| 10Y | +28.5% | +1.1% | +27.4% | +28.5% |
| All | +28.4% | +92.0% | -63.5% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling