+18.6%
AMBA vs RJF
+67.6%
-49.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.0% |
| 7D | -7.2% | +3.6% | -10.8% | -9.8% |
| 30D | -10.4% | +3.5% | -13.9% | -13.1% |
| 3M | -30.1% | -8.9% | -21.2% | -25.6% |
| 6M | -22.4% | +2.9% | -25.3% | -26.1% |
| YTD | -17.3% | +2.8% | -20.2% | -21.4% |
| 1Y | -35.4% | +2.7% | -38.1% | -38.5% |
| 3Y | +18.6% | +69.3% | -50.7% | -26.7% |
| All | +18.6% | +67.6% | -49.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling