-11.8%
ROP vs AMBA
-54.5%
+42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -4.4% | -11.0% | +6.5% | -3.5% |
| 30D | +3.2% | -23.2% | +26.4% | +5.4% |
| 3M | +23.1% | -12.7% | +35.8% | +23.0% |
| 6M | +13.3% | +11.2% | +2.1% | +9.3% |
| YTD | -7.9% | -11.2% | +3.4% | -9.2% |
| 1Y | -22.1% | -22.5% | +0.5% | -22.7% |
| 3Y | -16.8% | -1.3% | -15.5% | -22.8% |
| All | -11.8% | -54.5% | +42.7% | -18.4% |
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