+221.9%
RL vs AMBA
-70.4%
+292.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.8% |
| 7D | -4.2% | -7.2% | +3.1% | -2.6% |
| 30D | +4.3% | -10.4% | +14.6% | +6.6% |
| 3M | -4.6% | -30.1% | +25.5% | +2.6% |
| 6M | +1.7% | -22.4% | +24.2% | +2.4% |
| YTD | +7.3% | -17.3% | +24.7% | +4.9% |
| 1Y | +20.8% | -35.4% | +56.2% | +24.8% |
| 3Y | +247.0% | +18.6% | +228.3% | +180.7% |
| All | +221.9% | -70.4% | +292.3% | +217.8% |
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