-6.3%
RKT vs AMBA
-54.5%
+48.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +2.1% | -11.0% | +13.1% | +4.6% |
| 30D | +1.4% | -23.2% | +24.6% | +7.1% |
| 3M | +6.3% | -12.7% | +19.0% | +6.3% |
| 6M | -15.5% | +11.2% | -26.7% | -21.3% |
| YTD | -27.4% | -11.2% | -16.2% | -29.4% |
| 1Y | -26.6% | -22.5% | -4.0% | -27.5% |
| 3Y | +41.2% | -1.3% | +42.6% | +22.3% |
| All | -6.3% | -54.5% | +48.3% | -15.6% |
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 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