-36.5%
RGEN vs AMBA
-70.4%
+33.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.2% | +1.3% |
| 7D | -1.9% | -7.2% | +5.3% | +0.1% |
| 30D | +3.7% | -10.4% | +14.1% | +6.8% |
| 3M | +8.8% | -30.1% | +38.9% | +19.2% |
| 6M | +38.0% | -22.4% | +60.4% | +37.6% |
| YTD | +5.9% | -17.3% | +23.2% | +1.8% |
| 1Y | +19.7% | -35.4% | +55.1% | +23.8% |
| 3Y | +20.5% | +18.6% | +1.9% | -7.6% |
| All | -36.5% | -70.4% | +33.9% | -35.6% |
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