-5.5%
ROP vs AMBA
+23.3%
-28.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.7% |
| 30D | +29.5% | -8.6% | +38.1% | +29.9% |
| 3M | +17.5% | -29.0% | +46.5% | +19.3% |
| 6M | +38.1% | -19.2% | +57.3% | +37.6% |
| YTD | +7.0% | -13.0% | +20.0% | +5.3% |
| 1Y | +6.5% | -31.3% | +37.8% | +6.9% |
| 3Y | -5.5% | +28.1% | -33.6% | -15.7% |
| All | -5.5% | +23.3% | -28.8% | -15.7% |
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