+235.9%
ROIV vs AMBA
-30.1%
+266.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | -11.0% | +11.6% | +2.9% |
| 30D | +1.0% | -23.2% | +24.1% | +6.2% |
| 3M | +18.3% | -12.7% | +31.0% | +18.6% |
| 6M | +18.3% | +11.2% | +7.1% | +10.8% |
| YTD | +61.0% | -11.2% | +72.2% | +56.8% |
| 1Y | +177.9% | -22.5% | +200.4% | +174.5% |
| 3Y | +199.1% | -1.3% | +200.4% | +162.3% |
| 5Y | +250.7% | -54.2% | +304.9% | +253.2% |
| All | +235.9% | -30.1% | +266.0% | +234.7% |
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