-0.6%
ROP vs AMBA
+10.0%
-10.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.2% | +0.1% |
| 7D | +9.2% | -14.6% | +23.8% | +9.8% |
| 30D | +35.5% | -18.8% | +54.3% | +36.6% |
| 3M | +24.4% | -32.6% | +57.0% | +26.4% |
| 6M | +38.0% | -25.8% | +63.8% | +37.8% |
| YTD | +11.1% | -22.1% | +33.2% | +9.8% |
| 1Y | +10.9% | -36.2% | +47.1% | +11.4% |
| All | -0.6% | +10.0% | -10.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling