-20.0%
RKT vs AMBA
+31.2%
-51.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.5% |
| 7D | +4.6% | -2.7% | +7.3% | +5.0% |
| 30D | +25.9% | -10.5% | +36.4% | +28.1% |
| 3M | +5.0% | -26.4% | +31.4% | +10.4% |
| 6M | -7.9% | -20.9% | +13.0% | -7.7% |
| YTD | -25.4% | -14.8% | -10.6% | -27.2% |
| 1Y | -15.4% | -36.1% | +20.7% | -12.7% |
| 3Y | +83.3% | +20.2% | +63.1% | +53.9% |
| 5Y | -0.8% | -67.2% | +66.4% | -4.2% |
| All | -20.0% | +31.2% | -51.2% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling