+354.4%
RMD vs AMBA
+0.6%
+353.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +0.1% | +10.7% | -10.6% | -1.3% |
| 30D | +1.9% | -5.0% | +7.0% | +2.4% |
| 3M | +6.3% | -26.9% | +33.2% | +10.2% |
| 6M | +18.2% | -21.9% | +40.1% | +18.6% |
| YTD | +0.3% | -13.8% | +14.1% | -1.9% |
| 1Y | -4.3% | -36.1% | +31.8% | -2.4% |
| 3Y | +71.3% | +21.6% | +49.6% | +50.4% |
| 5Y | -1.8% | -68.8% | +67.0% | -0.3% |
| All | +354.4% | +0.6% | +353.7% | +224.7% |
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