+937.8%
AMBA vs RVTY
+364.6%
+573.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -11.0% | +1.1% | -12.1% | -11.7% |
| 30D | -23.2% | +13.2% | -36.4% | -29.7% |
| 3M | -12.7% | +27.2% | -40.0% | -27.1% |
| 6M | +11.2% | +32.4% | -21.2% | -12.0% |
| YTD | -11.2% | +34.9% | -46.1% | -31.4% |
| 1Y | -22.5% | +52.4% | -74.9% | -45.4% |
| 3Y | -1.3% | +12.3% | -13.6% | -16.9% |
| 5Y | -54.2% | -30.8% | -23.3% | -44.1% |
| 10Y | -6.1% | +150.7% | -156.8% | -56.4% |
| All | +937.8% | +364.6% | +573.2% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling