+810.4%
AMBA vs RVTY
+438.3%
+372.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.4% | -4.0% | -5.8% |
| 7D | -14.6% | -9.0% | -5.6% | -9.2% |
| 30D | -18.8% | -1.6% | -17.2% | -18.1% |
| 3M | -32.6% | +31.2% | -63.8% | -45.0% |
| 6M | -25.8% | +63.6% | -89.4% | -49.5% |
| YTD | -22.1% | +56.3% | -78.4% | -46.3% |
| 1Y | -36.2% | +63.3% | -99.6% | -57.6% |
| 3Y | +10.0% | +72.4% | -62.4% | -32.3% |
| 5Y | -71.6% | -9.6% | -62.0% | -71.6% |
| 10Y | -4.7% | +203.7% | -208.4% | -61.9% |
| All | +810.4% | +438.3% | +372.1% | +159.3% |
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