+57.0%
RGTI vs AMBA
-50.1%
+107.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.4% | -12.0% | -8.2% |
| 7D | +2.5% | +2.5% | 0.0% | +0.5% |
| 30D | -13.7% | -16.1% | +2.5% | -5.1% |
| 3M | -22.6% | +4.6% | -27.2% | -28.4% |
| 6M | -13.4% | +29.2% | -42.6% | -29.6% |
| YTD | -31.2% | -2.9% | -28.3% | -35.1% |
| 1Y | -7.6% | -18.7% | +11.1% | -5.7% |
| 3Y | +669.7% | +14.9% | +654.8% | +525.3% |
| 5Y | +57.0% | -53.0% | +110.0% | +49.2% |
| All | +57.0% | -50.1% | +107.2% | +49.2% |
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