+33.7%
RBA vs AMBA
-1.0%
+34.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.9% | -11.0% | +8.0% | -2.0% |
| 30D | -12.3% | -23.2% | +10.9% | -10.5% |
| 3M | -20.5% | -12.7% | -7.8% | -20.5% |
| 6M | -18.5% | +11.2% | -29.8% | -21.3% |
| YTD | -18.2% | -11.2% | -7.0% | -19.3% |
| 1Y | -27.5% | -22.5% | -5.0% | -28.0% |
| All | +33.7% | -1.0% | +34.7% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling