+13.2%
RRX vs AMBA
-68.7%
+82.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +12.6% | +10.7% | +1.9% | +9.2% |
| 30D | +10.6% | -5.0% | +15.6% | +12.4% |
| 3M | +4.6% | -26.9% | +31.5% | +14.4% |
| 6M | -13.6% | -21.9% | +8.3% | -10.8% |
| YTD | +29.4% | -13.8% | +43.2% | +28.1% |
| 1Y | +31.9% | -36.1% | +68.0% | +41.9% |
| 3Y | +68.3% | +21.6% | +46.6% | +41.3% |
| 5Y | +13.2% | -68.8% | +82.0% | +9.2% |
| All | +13.2% | -68.7% | +82.0% | +9.2% |
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