-5.7%
RMD vs AMBA
-69.1%
+63.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +3.1% | -2.7% | +5.7% | +3.3% |
| 30D | +1.8% | -10.5% | +12.3% | +2.9% |
| 3M | +6.7% | -26.4% | +33.1% | +10.1% |
| 6M | +13.9% | -20.9% | +34.8% | +14.0% |
| YTD | -2.0% | -14.8% | +12.8% | -3.9% |
| 1Y | -5.4% | -36.1% | +30.7% | -3.5% |
| 3Y | +67.4% | +20.2% | +47.1% | +46.3% |
| 5Y | -5.7% | -67.2% | +61.5% | -8.2% |
| All | -5.7% | -69.1% | +63.4% | -8.2% |
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