-34.0%
RGEN vs AMBA
-69.1%
+35.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | +0.1% | -10.5% | +10.5% | +3.0% |
| 3M | +6.6% | -26.4% | +33.1% | +15.2% |
| 6M | +40.9% | -20.9% | +61.8% | +40.0% |
| YTD | +6.2% | -14.8% | +21.0% | +1.3% |
| 1Y | +19.4% | -36.1% | +55.5% | +24.3% |
| 3Y | +17.9% | +20.2% | -2.3% | -9.7% |
| 5Y | -34.0% | -67.2% | +33.2% | -34.4% |
| All | -34.0% | -69.1% | +35.1% | -34.4% |
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