+207.7%
RBA vs AMBA
-0.9%
+208.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.1% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | +8.3% | -2.2% | +10.5% | +8.4% |
| 3M | +10.5% | -26.6% | +37.2% | +14.1% |
| 6M | -5.9% | -26.8% | +20.9% | -4.7% |
| YTD | -6.9% | -15.1% | +8.3% | -8.1% |
| 1Y | -4.9% | -32.3% | +27.4% | -3.8% |
| 3Y | +64.5% | +19.8% | +44.6% | +47.6% |
| 5Y | +46.1% | -69.2% | +115.3% | +49.0% |
| All | +207.7% | -0.9% | +208.6% | +141.8% |
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