+442.1%
RVMD vs AMBA
-69.7%
+511.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -10.4% | +2.7% | -13.1% | -10.9% |
| 30D | -11.0% | -2.2% | -8.8% | -10.5% |
| 3M | -14.7% | -26.6% | +11.9% | -9.3% |
| 6M | +14.9% | -26.8% | +41.7% | +17.8% |
| YTD | +116.3% | -15.1% | +131.4% | +108.3% |
| 1Y | +167.6% | -32.3% | +199.9% | +171.3% |
| 3Y | +776.8% | +19.8% | +757.0% | +584.4% |
| All | +442.1% | -69.7% | +511.8% | +458.2% |
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