+40.9%
RIG vs AMBA
-70.4%
+111.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.5% |
| 7D | -24.5% | -7.2% | -17.3% | -23.3% |
| 30D | -2.8% | -10.4% | +7.6% | -0.7% |
| 3M | +1.6% | -30.1% | +31.7% | +8.5% |
| 6M | -15.9% | -22.4% | +6.5% | -15.3% |
| YTD | +26.9% | -17.3% | +44.2% | +24.1% |
| 1Y | +34.4% | -35.4% | +69.7% | +38.1% |
| 3Y | -21.2% | +18.6% | -39.8% | -35.0% |
| All | +40.9% | -70.4% | +111.3% | +39.0% |
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