+269.0%
RTX vs AMBA
+7.9%
+261.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | +1.4% | +2.6% | -1.1% | +1.1% |
| 30D | +7.8% | -3.6% | +11.4% | +8.1% |
| 3M | -9.8% | -24.6% | +14.8% | -7.4% |
| 6M | +13.5% | -21.6% | +35.2% | +13.9% |
| YTD | +10.9% | -11.8% | +22.7% | +8.9% |
| 1Y | +14.0% | -33.2% | +47.2% | +15.3% |
| 3Y | +159.9% | +24.5% | +135.4% | +130.7% |
| 5Y | +151.7% | -67.7% | +219.3% | +157.3% |
| 10Y | +269.0% | +4.7% | +264.3% | +157.4% |
| All | +269.0% | +7.9% | +261.1% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling