+183.1%
ROP vs AMBA
+0.6%
+182.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -2.7% | +10.7% | -13.3% | -3.8% |
| 30D | +29.7% | -5.0% | +34.8% | +30.1% |
| 3M | +21.2% | -26.9% | +48.1% | +24.8% |
| 6M | +48.3% | -21.9% | +70.2% | +48.4% |
| YTD | +8.4% | -13.8% | +22.2% | +6.2% |
| 1Y | +6.0% | -36.1% | +42.1% | +7.6% |
| 3Y | -5.6% | +21.6% | -27.2% | -16.3% |
| 5Y | +1.3% | -68.8% | +70.0% | +2.6% |
| All | +183.1% | +0.6% | +182.5% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling