+565.3%
RVMD vs AMBA
-18.7%
+584.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.1% | +2.1% | +6.8% |
| 7D | +0.5% | -7.2% | +7.7% | +2.5% |
| 30D | -4.3% | -10.4% | +6.1% | -1.8% |
| 3M | -2.8% | -30.1% | +27.3% | +5.3% |
| 6M | +27.3% | -22.4% | +49.7% | +28.7% |
| YTD | +141.4% | -17.3% | +158.8% | +133.9% |
| 1Y | +213.3% | -35.4% | +248.7% | +221.9% |
| 3Y | +792.7% | +18.6% | +774.0% | +597.6% |
| 5Y | +470.6% | -69.8% | +540.4% | +514.0% |
| All | +565.3% | -18.7% | +584.0% | +319.7% |
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