+582.3%
RVMD vs AMBA
-54.5%
+636.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.0% | -11.0% | +12.0% | +3.5% |
| 30D | +6.4% | -23.2% | +29.6% | +12.4% |
| 3M | +34.9% | -12.7% | +47.6% | +34.9% |
| 6M | +107.6% | +11.2% | +96.3% | +92.0% |
| YTD | +163.7% | -11.2% | +174.9% | +152.2% |
| 1Y | +439.2% | -22.5% | +461.7% | +424.5% |
| 3Y | +499.2% | -1.3% | +500.5% | +402.7% |
| All | +582.3% | -54.5% | +636.8% | +551.8% |
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