-6.6%
RDW vs AMBA
-53.9%
+47.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.2% |
| 7D | +4.8% | +7.1% | -2.3% | +1.1% |
| 30D | -19.5% | -18.1% | -1.4% | -12.0% |
| 3M | -26.9% | +8.4% | -35.3% | -31.6% |
| 6M | +17.8% | +25.7% | -7.9% | +2.2% |
| YTD | +43.0% | -4.2% | +47.2% | +40.6% |
| 1Y | +32.1% | -18.7% | +50.8% | +36.2% |
| 3Y | +250.6% | +13.3% | +237.3% | +192.8% |
| 5Y | -6.6% | -54.2% | +47.6% | +9.2% |
| All | -6.6% | -53.9% | +47.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling