+28.4%
USFR vs AMBA
+80.9%
-52.5%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.5% | 0.0% |
| 7D | +0.1% | -14.6% | +14.7% | +0.1% |
| 30D | +0.4% | -18.8% | +19.2% | +0.4% |
| 3M | +1.1% | -32.6% | +33.7% | +1.1% |
| 6M | +2.0% | -25.8% | +27.8% | +2.0% |
| YTD | +3.4% | -22.1% | +25.5% | +3.4% |
| 1Y | +4.1% | -36.2% | +40.3% | +4.1% |
| 3Y | +14.4% | +10.0% | +4.4% | +14.4% |
| 5Y | +21.3% | -71.6% | +92.9% | +21.3% |
| 10Y | +28.4% | -4.7% | +33.2% | +28.4% |
| All | +28.4% | +80.9% | -52.5% | +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