-24.1%
RKT vs AMBA
+30.7%
-54.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -9.0% | +2.7% | -11.6% | -9.4% |
| 30D | +30.2% | -2.2% | +32.4% | +30.3% |
| 3M | -8.8% | -26.6% | +17.8% | -4.0% |
| 6M | -0.9% | -26.8% | +25.8% | +1.1% |
| YTD | -29.2% | -15.1% | -14.1% | -30.8% |
| 1Y | -20.1% | -32.3% | +12.2% | -18.5% |
| 3Y | +81.3% | +19.8% | +61.5% | +52.3% |
| 5Y | -6.6% | -69.2% | +62.6% | -9.2% |
| All | -24.1% | +30.7% | -54.8% | -60.5% |
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