+224.7%
RBA vs AMBA
+12.8%
+211.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.8% |
| 7D | +2.5% | 0.0% | +2.6% | +2.4% |
| 30D | +11.6% | -8.6% | +20.2% | +12.5% |
| 3M | +1.5% | -29.0% | +30.5% | +5.1% |
| 6M | -6.6% | -19.2% | +12.6% | -6.6% |
| YTD | -6.3% | -13.0% | +6.7% | -7.8% |
| 1Y | -4.0% | -31.3% | +27.3% | -3.0% |
| 3Y | +47.3% | +28.1% | +19.1% | +31.0% |
| 5Y | +47.7% | -69.4% | +117.1% | +50.8% |
| 10Y | +224.7% | +7.6% | +217.1% | +151.6% |
| All | +224.7% | +12.8% | +211.9% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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