+193.4%
ROP vs AMBA
-0.9%
+194.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.1% | -3.6% |
| 7D | +2.1% | -7.2% | +9.4% | +2.9% |
| 30D | +32.9% | -10.4% | +43.3% | +34.1% |
| 3M | +20.3% | -30.1% | +50.5% | +24.5% |
| 6M | +36.8% | -22.4% | +59.2% | +36.8% |
| YTD | +8.1% | -17.3% | +25.5% | +6.5% |
| 1Y | +8.3% | -35.4% | +43.7% | +9.6% |
| 3Y | -3.2% | +18.6% | -21.9% | -14.0% |
| 5Y | +1.7% | -69.8% | +71.5% | +3.3% |
| All | +193.4% | -0.9% | +194.2% | +111.8% |
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 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