+0.6%
ROP vs AMBA
-70.4%
+71.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.1% | -3.4% |
| 7D | +2.1% | -7.2% | +9.4% | +2.7% |
| 30D | +32.9% | -10.4% | +43.3% | +33.8% |
| 3M | +20.0% | -30.1% | +50.1% | +23.0% |
| 6M | +36.4% | -22.4% | +58.8% | +36.3% |
| YTD | +7.8% | -17.3% | +25.2% | +6.4% |
| 1Y | +8.0% | -35.4% | +43.4% | +9.1% |
| 3Y | -3.5% | +18.6% | -22.1% | -13.0% |
| All | +0.6% | -70.4% | +71.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling