+132.6%
RTX vs AMBA
-70.4%
+203.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.4% | -1.5% |
| 7D | -5.1% | -7.2% | +2.1% | -4.8% |
| 30D | +5.1% | -10.4% | +15.5% | +5.6% |
| 3M | -14.8% | -30.1% | +15.3% | -13.4% |
| 6M | +8.0% | -22.4% | +30.5% | +8.2% |
| YTD | +4.5% | -17.3% | +21.8% | +3.8% |
| 1Y | +9.8% | -35.4% | +45.2% | +10.7% |
| 3Y | +144.2% | +18.6% | +125.6% | +128.0% |
| All | +132.6% | -70.4% | +203.1% | +126.3% |
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