+267.6%
ROIV vs AMBA
-32.3%
+299.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.4% |
| 7D | +3.0% | -8.1% | +11.1% | +4.7% |
| 30D | +6.8% | -10.8% | +17.6% | +9.1% |
| 3M | +10.5% | -25.9% | +36.4% | +16.5% |
| 6M | +34.8% | -13.9% | +48.7% | +33.3% |
| YTD | +76.2% | -14.0% | +90.2% | +71.9% |
| 1Y | +92.4% | -25.7% | +118.1% | +92.1% |
| 3Y | +312.0% | +21.5% | +290.5% | +241.6% |
| 5Y | +388.3% | -68.9% | +457.2% | +393.1% |
| All | +267.6% | -32.3% | +299.9% | +266.8% |
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