+391.8%
ROP vs AMBA
+722.2%
-330.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.2% | +0.7% |
| 7D | +9.2% | -14.6% | +23.8% | +10.9% |
| 30D | +35.5% | -18.8% | +54.3% | +38.1% |
| 3M | +24.4% | -32.6% | +57.0% | +29.0% |
| 6M | +38.0% | -25.8% | +63.8% | +38.8% |
| YTD | +11.1% | -22.1% | +33.2% | +10.3% |
| 1Y | +10.9% | -36.2% | +47.1% | +12.3% |
| 3Y | -0.5% | +10.0% | -10.4% | -9.2% |
| 5Y | +4.5% | -71.6% | +76.1% | +6.4% |
| 10Y | +207.5% | -4.7% | +212.2% | +149.3% |
| All | +391.8% | +722.2% | -330.4% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling