-69.4%
AMBA vs RVTY
-6.1%
-63.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +3.0% |
| 7D | 0.0% | +6.0% | -6.1% | -3.6% |
| 30D | -8.6% | +4.3% | -12.9% | -11.0% |
| 3M | -29.0% | +40.2% | -69.2% | -43.6% |
| 6M | -19.2% | +59.3% | -78.5% | -42.5% |
| YTD | -13.0% | +66.5% | -79.5% | -41.3% |
| 1Y | -31.3% | +77.5% | -108.7% | -55.9% |
| 3Y | +28.1% | +92.5% | -64.3% | -27.0% |
| 5Y | -69.4% | -6.8% | -62.6% | -67.9% |
| All | -69.4% | -6.1% | -63.4% | -67.9% |
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