-19.3%
RMD vs AMBA
-54.5%
+35.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -5.0% | -11.0% | +6.0% | -3.7% |
| 30D | +2.2% | -23.2% | +25.4% | +5.3% |
| 3M | +17.8% | -12.7% | +30.6% | +17.5% |
| 6M | -11.3% | +11.2% | -22.5% | -15.4% |
| YTD | -4.4% | -11.2% | +6.8% | -6.3% |
| 1Y | -15.7% | -22.5% | +6.8% | -16.5% |
| 3Y | +47.7% | -1.3% | +49.1% | +34.3% |
| All | -19.3% | -54.5% | +35.2% | -24.7% |
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 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