+363.6%
RL vs AMBA
-6.6%
+370.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.1% | -5.2% |
| 7D | -4.7% | -14.6% | +9.9% | -1.3% |
| 30D | +3.6% | -18.8% | +22.4% | +8.2% |
| 3M | +0.5% | -32.6% | +33.1% | +8.9% |
| 6M | +6.6% | -25.8% | +32.4% | +8.6% |
| YTD | +8.8% | -22.1% | +31.0% | +8.3% |
| 1Y | +21.8% | -36.2% | +58.0% | +26.0% |
| 3Y | +245.8% | +10.0% | +235.8% | +194.9% |
| 5Y | +230.0% | -71.6% | +301.5% | +250.7% |
| All | +363.6% | -6.6% | +370.2% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling