+185.7%
RBA vs AMBA
-7.1%
+192.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.9% | -11.0% | +8.0% | -1.6% |
| 30D | -12.3% | -23.2% | +10.9% | -9.6% |
| 3M | -20.5% | -12.7% | -7.8% | -20.5% |
| 6M | -18.5% | +11.2% | -29.8% | -21.7% |
| YTD | -18.2% | -11.2% | -7.0% | -19.4% |
| 1Y | -27.5% | -22.5% | -5.0% | -28.0% |
| 3Y | +38.1% | -1.3% | +39.4% | +27.7% |
| 5Y | +44.8% | -54.2% | +99.0% | +39.4% |
| All | +185.7% | -7.1% | +192.7% | +129.3% |
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