-71.2%
AMBA vs RJF
+73.7%
-144.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.2% |
| 7D | -7.2% | +3.6% | -10.8% | -10.3% |
| 30D | -10.4% | +3.5% | -13.9% | -13.7% |
| 3M | -30.1% | -8.9% | -21.2% | -25.0% |
| 6M | -22.4% | +2.9% | -25.3% | -26.7% |
| YTD | -17.3% | +2.8% | -20.2% | -22.0% |
| 1Y | -35.4% | +2.7% | -38.1% | -39.0% |
| 3Y | +18.6% | +69.3% | -50.7% | -32.5% |
| All | -71.2% | +73.7% | -144.9% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling