+2,968.9%
RGEN vs AMBA
+722.2%
+2,246.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +4.0% | -3.2% |
| 7D | -10.7% | -14.6% | +3.9% | -7.2% |
| 30D | -3.6% | -18.8% | +15.1% | +1.2% |
| 3M | +6.2% | -32.6% | +38.8% | +15.9% |
| 6M | +34.1% | -25.8% | +59.9% | +36.0% |
| YTD | +2.8% | -22.1% | +24.9% | +1.9% |
| 1Y | +15.5% | -36.2% | +51.7% | +19.5% |
| 3Y | +12.1% | +10.0% | +2.1% | -4.2% |
| 5Y | -36.9% | -71.6% | +34.7% | -31.2% |
| 10Y | +522.4% | -4.7% | +527.1% | +377.6% |
| All | +2,968.9% | +722.2% | +2,246.6% | +1,828.6% |
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 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