+528.4%
RMBS vs AMBA
-9.0%
+537.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.3% | -11.0% | +10.6% | +4.3% |
| 30D | -12.2% | -23.2% | +11.0% | -2.3% |
| 3M | -49.5% | -12.7% | -36.8% | -47.4% |
| 6M | -7.1% | +11.2% | -18.4% | -12.3% |
| YTD | -7.0% | -11.2% | +4.2% | -4.4% |
| 1Y | +13.3% | -22.5% | +35.9% | +21.7% |
| 3Y | +49.2% | -1.3% | +50.6% | +40.9% |
| 5Y | +250.0% | -54.2% | +304.1% | +274.8% |
| All | +528.4% | -9.0% | +537.4% | +349.8% |
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