-2.1%
RGTI vs AMBA
-68.7%
+66.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.7% | -5.7% |
| 7D | +4.9% | +10.7% | -5.8% | -0.6% |
| 30D | -19.2% | -5.0% | -14.1% | -15.9% |
| 3M | -43.9% | -26.9% | -17.0% | -32.7% |
| 6M | -45.8% | -21.9% | -23.9% | -41.0% |
| YTD | -53.4% | -13.8% | -39.6% | -52.7% |
| 1Y | -63.5% | -36.1% | -27.4% | -56.4% |
| 3Y | +964.9% | +21.6% | +943.3% | +745.7% |
| 5Y | -2.1% | -68.8% | +66.7% | -1.4% |
| All | -2.1% | -68.7% | +66.7% | -1.4% |
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