-4.3%
RMD vs AMBA
-35.5%
+31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +0.1% | +10.7% | -10.6% | +0.2% |
| 30D | +1.9% | -5.0% | +7.0% | +1.9% |
| 3M | +6.3% | -26.9% | +33.2% | +6.1% |
| 6M | +18.2% | -21.9% | +40.1% | +19.2% |
| YTD | +0.3% | -13.8% | +14.1% | -0.4% |
| 1Y | -4.3% | -36.1% | +31.8% | -3.4% |
| All | -4.3% | -35.5% | +31.2% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling