-2.1%
RBA vs AMBA
-32.7%
+30.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.5% | -1.5% |
| 7D | +4.3% | -7.2% | +11.5% | +4.5% |
| 30D | +16.3% | -10.4% | +26.7% | +16.6% |
| 3M | +1.3% | -30.1% | +31.4% | +2.5% |
| 6M | -11.1% | -22.4% | +11.4% | -11.4% |
| YTD | -8.5% | -17.3% | +8.9% | -9.9% |
| 1Y | -2.1% | -35.4% | +33.3% | -2.3% |
| All | -2.1% | -32.7% | +30.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling