+53.5%
RGTI vs AMBA
-38.3%
+91.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -2.5% | -11.0% | +8.5% | +3.4% |
| 30D | -9.4% | -23.2% | +13.7% | +4.0% |
| 3M | -37.1% | -12.7% | -24.4% | -34.9% |
| 6M | -14.4% | +11.2% | -25.6% | -23.1% |
| YTD | -31.4% | -11.2% | -20.2% | -31.3% |
| 1Y | +0.5% | -22.5% | +23.1% | +6.1% |
| 3Y | +726.1% | -1.3% | +727.4% | +644.7% |
| 5Y | +56.2% | -54.2% | +110.4% | +56.1% |
| All | +53.5% | -38.3% | +91.9% | +53.6% |
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