+517.6%
RBA vs AMBA
+722.2%
-204.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.1% | +0.7% |
| 7D | +7.3% | -14.6% | +21.9% | +9.0% |
| 30D | +16.9% | -18.8% | +35.7% | +19.3% |
| 3M | -0.5% | -32.6% | +32.1% | +3.3% |
| 6M | -10.4% | -25.8% | +15.4% | -9.6% |
| YTD | -7.2% | -22.1% | +14.9% | -7.4% |
| 1Y | -2.2% | -36.2% | +34.0% | -0.6% |
| 3Y | +43.7% | +10.0% | +33.7% | +32.5% |
| 5Y | +38.7% | -71.6% | +110.2% | +41.8% |
| 10Y | +231.7% | -4.7% | +236.5% | +180.0% |
| All | +517.6% | +722.2% | -204.6% | +262.0% |
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 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