+240.5%
RMBS vs AMBA
-69.7%
+310.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +10.3% | +2.7% | +7.6% | +9.1% |
| 30D | -10.7% | -2.2% | -8.5% | -9.1% |
| 3M | -17.2% | -26.6% | +9.4% | -3.9% |
| 6M | -39.0% | -26.8% | -12.2% | -31.5% |
| YTD | -10.5% | -15.1% | +4.6% | -6.0% |
| 1Y | -11.0% | -32.3% | +21.3% | +1.9% |
| 3Y | +31.3% | +19.8% | +11.5% | +13.1% |
| All | +240.5% | -69.7% | +310.2% | +290.5% |
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 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