+134.3%
RTX vs AMBA
-72.1%
+206.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -2.8% |
| 7D | -3.8% | -14.6% | +10.8% | -3.0% |
| 30D | +4.7% | -18.8% | +23.5% | +5.7% |
| 3M | -13.4% | -32.6% | +19.2% | -11.7% |
| 6M | +11.8% | -25.8% | +37.6% | +12.2% |
| YTD | +5.8% | -22.1% | +27.9% | +5.4% |
| 1Y | +11.9% | -36.2% | +48.1% | +12.8% |
| 3Y | +146.3% | +10.0% | +136.3% | +131.0% |
| 5Y | +134.3% | -71.6% | +205.9% | +128.5% |
| All | +134.3% | -72.1% | +206.4% | +128.5% |
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 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