-37.7%
RBLX vs AMBA
-43.8%
+6.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +12.4% | -11.0% | +23.4% | +16.2% |
| 30D | +19.7% | -23.2% | +42.8% | +29.1% |
| 3M | -0.1% | -12.7% | +12.6% | -1.9% |
| 6M | -35.7% | +11.2% | -47.0% | -44.1% |
| YTD | -46.6% | -11.2% | -35.3% | -50.2% |
| 1Y | -66.6% | -22.5% | -44.1% | -68.2% |
| 3Y | +52.3% | -1.3% | +53.6% | +16.3% |
| 5Y | -47.7% | -54.2% | +6.4% | -51.6% |
| All | -37.7% | -43.8% | +6.2% | -44.2% |
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