+47.0%
RBA vs AMBA
-54.5%
+101.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.9% | -11.0% | +8.0% | -1.8% |
| 30D | -12.3% | -23.2% | +10.9% | -10.1% |
| 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% | -27.9% |
| 3Y | +38.1% | -1.3% | +39.4% | +28.4% |
| All | +47.0% | -54.5% | +101.6% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling