+426.6%
RSP vs AMBA
+722.2%
-295.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -1.6% |
| 7D | -1.4% | -14.6% | +13.1% | +0.6% |
| 30D | +2.1% | -18.8% | +20.9% | +4.8% |
| 3M | -0.9% | -32.6% | +31.7% | +3.9% |
| 6M | +7.5% | -25.8% | +33.3% | +8.8% |
| YTD | +14.6% | -22.1% | +36.7% | +14.3% |
| 1Y | +17.6% | -36.2% | +53.8% | +20.1% |
| 3Y | +60.8% | +10.0% | +50.8% | +45.6% |
| 5Y | +46.1% | -71.6% | +117.7% | +50.5% |
| 10Y | +221.4% | -4.7% | +226.1% | +162.6% |
| All | +426.6% | +722.2% | -295.7% | +236.2% |
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 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