+233.3%
RDW vs AMBA
+12.9%
+220.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.4% | -13.1% | -9.0% |
| 7D | +3.6% | +2.5% | +1.1% | +1.7% |
| 30D | -18.4% | -16.1% | -2.3% | -11.1% |
| 3M | -32.1% | +4.6% | -36.7% | -35.8% |
| 6M | +10.9% | +29.2% | -18.3% | -7.1% |
| YTD | +40.8% | -2.9% | +43.7% | +36.4% |
| 1Y | +31.1% | -18.7% | +49.8% | +34.3% |
| All | +233.3% | +12.9% | +220.5% | +246.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling