-71.2%
AMBA vs RVTY
-7.4%
-63.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +4.4% |
| 7D | -7.2% | -1.2% | -6.0% | -6.6% |
| 30D | -10.4% | +1.0% | -11.4% | -11.0% |
| 3M | -30.1% | +35.8% | -66.0% | -43.4% |
| 6M | -22.4% | +56.7% | -79.1% | -44.3% |
| YTD | -17.3% | +60.7% | -78.1% | -43.0% |
| 1Y | -35.4% | +73.7% | -109.1% | -58.0% |
| 3Y | +18.6% | +82.8% | -64.1% | -30.0% |
| All | -71.2% | -7.4% | -63.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling