+444.3%
RBA vs AMBA
+837.3%
-392.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.9% | -11.0% | +8.0% | -1.7% |
| 30D | -12.3% | -23.2% | +10.9% | -9.9% |
| 3M | -20.5% | -12.7% | -7.8% | -20.4% |
| 6M | -18.5% | +11.2% | -29.8% | -21.2% |
| YTD | -18.2% | -11.2% | -7.0% | -19.2% |
| 1Y | -27.5% | -22.5% | -5.0% | -27.9% |
| 3Y | +38.1% | -1.3% | +39.4% | +29.4% |
| 5Y | +44.8% | -54.2% | +99.0% | +40.6% |
| 10Y | +187.1% | -6.1% | +193.3% | +142.4% |
| All | +444.3% | +837.3% | -392.9% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling