+5.9%
ROP vs AMBA
-33.2%
+39.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +29.5% | -8.6% | +38.1% | +29.3% |
| 3M | +17.5% | -29.0% | +46.5% | +16.9% |
| 6M | +38.1% | -19.2% | +57.3% | +37.2% |
| YTD | +7.0% | -13.0% | +20.0% | +5.2% |
| All | +5.9% | -33.2% | +39.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling