+541.3%
RMBS vs AMBA
+12.8%
+528.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.3% | +3.1% | +6.1% |
| 7D | -3.9% | 0.0% | -3.8% | -3.3% |
| 30D | -24.9% | -8.6% | -16.3% | -21.5% |
| 3M | -20.5% | -29.0% | +8.5% | -8.2% |
| 6M | -37.5% | -19.2% | -18.3% | -33.3% |
| YTD | -12.1% | -13.0% | +0.9% | -8.6% |
| 1Y | -25.0% | -31.3% | +6.2% | -15.5% |
| 3Y | +36.1% | +28.1% | +8.0% | +18.8% |
| 5Y | +236.1% | -69.4% | +305.6% | +314.2% |
| 10Y | +541.3% | +7.6% | +533.7% | +347.0% |
| All | +541.3% | +12.8% | +528.5% | +347.0% |
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