+626.7%
RVMD vs AMBA
-12.7%
+639.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.0% | -11.0% | +12.0% | +3.8% |
| 30D | +6.4% | -23.2% | +29.6% | +13.0% |
| 3M | +34.9% | -12.7% | +47.6% | +34.9% |
| 6M | +107.6% | +11.2% | +96.3% | +91.0% |
| YTD | +163.7% | -11.2% | +174.9% | +151.8% |
| 1Y | +439.2% | -22.5% | +461.7% | +424.1% |
| 3Y | +499.2% | -1.3% | +500.5% | +401.8% |
| 5Y | +621.7% | -54.2% | +675.9% | +584.1% |
| All | +626.7% | -12.7% | +639.4% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling