+4.1%
AMBA vs RVTY
+219.4%
-215.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.9% |
| 7D | +2.6% | -0.7% | +3.3% | +3.4% |
| 30D | -3.6% | +1.7% | -5.3% | -4.8% |
| 3M | -24.6% | +36.8% | -61.4% | -39.7% |
| 6M | -21.6% | +60.1% | -81.7% | -45.0% |
| YTD | -11.8% | +64.0% | -75.8% | -40.5% |
| 1Y | -33.2% | +68.2% | -101.4% | -55.9% |
| 3Y | +24.5% | +88.8% | -64.3% | -27.4% |
| 5Y | -67.7% | -10.5% | -57.1% | -67.1% |
| All | +4.1% | +219.4% | -215.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling