-6.6%
RMD vs AMBA
-70.4%
+63.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.4% |
| 7D | +2.3% | -7.2% | +9.6% | +3.1% |
| 30D | +4.1% | -10.4% | +14.5% | +5.2% |
| 3M | +5.7% | -30.1% | +35.8% | +9.6% |
| 6M | +12.9% | -22.4% | +35.3% | +13.2% |
| YTD | -1.5% | -17.3% | +15.8% | -3.1% |
| 1Y | -4.8% | -35.4% | +30.6% | -3.2% |
| 3Y | +57.5% | +18.6% | +38.9% | +37.8% |
| All | -6.6% | -70.4% | +63.8% | -8.0% |
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