+2,952.8%
RGEN vs AMBA
+837.3%
+2,115.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.9% | -11.0% | +6.0% | -2.3% |
| 30D | +5.7% | -23.2% | +28.8% | +12.4% |
| 3M | +32.4% | -12.7% | +45.2% | +31.8% |
| 6M | +33.2% | +11.2% | +22.0% | +22.3% |
| YTD | +2.3% | -11.2% | +13.5% | -1.2% |
| 1Y | +39.0% | -22.5% | +61.5% | +37.2% |
| 3Y | -4.6% | -1.3% | -3.3% | -15.7% |
| 5Y | -42.7% | -54.2% | +11.5% | -43.4% |
| 10Y | +433.6% | -6.1% | +439.7% | +309.2% |
| All | +2,952.8% | +837.3% | +2,115.6% | +1,769.3% |
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