+210.7%
RMBS vs AMBA
-70.4%
+281.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.1% | +0.8% | +4.0% |
| 7D | -12.0% | -7.2% | -4.7% | -8.2% |
| 30D | -33.1% | -10.4% | -22.8% | -29.2% |
| 3M | -23.7% | -30.1% | +6.4% | -9.4% |
| 6M | -42.7% | -22.4% | -20.3% | -37.4% |
| YTD | -18.9% | -17.3% | -1.5% | -13.8% |
| 1Y | -30.0% | -35.4% | +5.4% | -18.2% |
| 3Y | +28.8% | +18.6% | +10.2% | +11.8% |
| All | +210.7% | -70.4% | +281.1% | +264.3% |
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