+592.3%
RMD vs AMBA
+837.3%
-244.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +17.8% | -12.7% | +30.6% | +17.6% |
| 6M | -11.3% | +11.2% | -22.5% | -14.8% |
| YTD | -4.4% | -11.2% | +6.8% | -6.0% |
| 1Y | -15.7% | -22.5% | +6.8% | -16.3% |
| 3Y | +47.7% | -1.3% | +49.1% | +37.3% |
| 5Y | -19.2% | -54.2% | +34.9% | -21.7% |
| 10Y | +280.4% | -6.1% | +286.5% | +215.3% |
| All | +592.3% | +837.3% | -244.9% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling