+1,549.8%
RMBS vs AMBA
+837.3%
+712.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.3% | -11.0% | +10.6% | +3.5% |
| 30D | -12.2% | -23.2% | +11.0% | -4.1% |
| 3M | -49.5% | -12.7% | -36.8% | -47.6% |
| 6M | -7.1% | +11.2% | -18.4% | -10.9% |
| YTD | -7.0% | -11.2% | +4.2% | -4.4% |
| 1Y | +13.3% | -22.5% | +35.9% | +21.0% |
| 3Y | +49.2% | -1.3% | +50.6% | +44.5% |
| 5Y | +250.0% | -54.2% | +304.1% | +278.2% |
| 10Y | +495.1% | -6.1% | +501.2% | +394.0% |
| All | +1,549.8% | +837.3% | +712.5% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling