+937.8%
AMBA vs RJF
+779.4%
+158.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.3% |
| 7D | -11.0% | -0.6% | -10.4% | -10.8% |
| 30D | -23.2% | -1.3% | -21.9% | -22.8% |
| 3M | -12.7% | +18.9% | -31.6% | -23.8% |
| 6M | +11.2% | +15.0% | -3.8% | -0.9% |
| YTD | -11.2% | +12.2% | -23.4% | -19.4% |
| 1Y | -22.5% | +5.6% | -28.2% | -26.7% |
| 3Y | -1.3% | +74.9% | -76.2% | -34.6% |
| 5Y | -54.2% | +106.6% | -160.8% | -71.9% |
| 10Y | -6.1% | +433.1% | -439.2% | -70.1% |
| All | +937.8% | +779.4% | +158.4% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling