+1,210.9%
RCL vs AMBA
+807.9%
+403.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +6.8% |
| 7D | +11.7% | -8.1% | +19.8% | +13.9% |
| 30D | +21.1% | -10.8% | +31.9% | +24.2% |
| 3M | +2.9% | -25.9% | +28.8% | +10.0% |
| 6M | +29.8% | -13.9% | +43.7% | +27.8% |
| YTD | +21.4% | -14.0% | +35.4% | +18.3% |
| 1Y | +32.0% | -25.7% | +57.7% | +32.3% |
| 3Y | +273.1% | +21.5% | +251.7% | +208.4% |
| 5Y | +288.4% | -68.9% | +357.3% | +316.1% |
| 10Y | +397.4% | +5.2% | +392.2% | +276.9% |
| All | +1,210.9% | +807.9% | +403.0% | +604.0% |
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