+373.0%
RL vs AMBA
+12.8%
+360.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.3% | +0.6% | +4.7% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +7.3% | -8.6% | +15.9% | +9.3% |
| 3M | +1.0% | -29.0% | +30.0% | +8.1% |
| 6M | +11.8% | -19.2% | +31.0% | +11.7% |
| YTD | +13.6% | -13.0% | +26.6% | +10.3% |
| 1Y | +24.0% | -31.3% | +55.3% | +26.4% |
| 3Y | +256.6% | +28.1% | +228.4% | +193.6% |
| 5Y | +240.2% | -69.4% | +309.7% | +255.6% |
| 10Y | +373.0% | +7.6% | +365.3% | +229.6% |
| All | +373.0% | +12.8% | +360.1% | +229.6% |
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 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