-25.7%
AMBA vs RJF
+7.8%
-33.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -3.8% |
| 7D | -8.1% | +7.2% | -15.2% | -11.3% |
| 30D | -10.8% | +4.9% | -15.7% | -12.9% |
| 3M | -25.9% | -5.5% | -20.4% | -23.4% |
| 6M | -13.9% | +8.0% | -21.8% | -19.5% |
| YTD | -14.0% | +6.2% | -20.2% | -21.2% |
| 1Y | -25.7% | +7.8% | -33.5% | -33.3% |
| All | -25.7% | +7.8% | -33.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling