+866.2%
AMBA vs RJF
+705.8%
+160.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.0% |
| 7D | -7.2% | +3.6% | -10.8% | -9.7% |
| 30D | -10.4% | +3.5% | -13.9% | -13.0% |
| 3M | -30.1% | -8.9% | -21.2% | -26.0% |
| 6M | -22.4% | +2.9% | -25.3% | -25.6% |
| YTD | -17.3% | +2.8% | -20.2% | -20.6% |
| 1Y | -35.4% | +2.7% | -38.1% | -37.8% |
| 3Y | +18.6% | +69.3% | -50.7% | -19.8% |
| 5Y | -69.8% | +75.0% | -144.8% | -79.4% |
| 10Y | +1.1% | +378.5% | -377.4% | -65.4% |
| All | +866.2% | +705.8% | +160.4% | +120.5% |
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