-2.8%
RGTI vs AMBA
-41.1%
+38.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.3% | -6.1% |
| 7D | -18.1% | +2.7% | -20.8% | -19.2% |
| 30D | -17.6% | -2.2% | -15.5% | -15.9% |
| 3M | -48.3% | -26.6% | -21.7% | -39.0% |
| 6M | -47.8% | -26.8% | -21.0% | -41.1% |
| YTD | -56.6% | -15.1% | -41.4% | -55.3% |
| 1Y | -61.8% | -32.3% | -29.6% | -56.3% |
| 3Y | +807.5% | +19.8% | +787.7% | +664.2% |
| 5Y | -8.8% | -69.2% | +60.4% | -6.2% |
| All | -2.8% | -41.1% | +38.2% | -0.1% |
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