+1.7%
RKT vs AMBA
-70.4%
+72.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.4% |
| 7D | +17.7% | -7.2% | +24.9% | +19.3% |
| 30D | +31.6% | -10.4% | +42.0% | +34.0% |
| 3M | +13.9% | -30.1% | +44.0% | +21.7% |
| 6M | +2.8% | -22.4% | +25.2% | +3.4% |
| YTD | -22.2% | -17.3% | -4.9% | -24.0% |
| 1Y | -3.5% | -35.4% | +31.9% | -0.5% |
| 3Y | +95.3% | +18.6% | +76.7% | +57.7% |
| All | +1.7% | -70.4% | +72.1% | -3.1% |
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 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