+261.4%
RL vs AMBA
+22.2%
+239.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.3% | -2.6% | +4.0% | +1.8% |
| 30D | +7.6% | -10.5% | +18.1% | +9.7% |
| 3M | -1.5% | -26.4% | +24.9% | +3.8% |
| 6M | +12.1% | -20.9% | +33.0% | +12.3% |
| YTD | +13.9% | -14.8% | +28.7% | +10.6% |
| 1Y | +20.7% | -36.1% | +56.7% | +25.0% |
| All | +261.4% | +22.2% | +239.2% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling