-25.7%
RDW vs AMBA
-40.2%
+14.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.0% |
| 7D | +7.2% | +2.7% | +4.5% | +6.2% |
| 30D | -10.3% | -2.2% | -8.1% | -8.2% |
| 3M | -41.4% | -26.6% | -14.8% | -32.6% |
| 6M | -32.5% | -26.8% | -5.8% | -24.3% |
| YTD | +1.7% | -15.1% | +16.8% | +7.2% |
| 1Y | +39.0% | -32.3% | +71.3% | +59.2% |
| 3Y | +214.2% | +19.8% | +194.4% | +171.2% |
| 5Y | -31.3% | -69.2% | +38.0% | -20.2% |
| All | -25.7% | -40.2% | +14.4% | -16.2% |
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