+188.5%
RL vs AMBA
+837.3%
-648.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -0.8% | -11.0% | +10.2% | +1.3% |
| 30D | -7.8% | -23.2% | +15.4% | -3.4% |
| 3M | -4.0% | -12.7% | +8.7% | -3.9% |
| 6M | -1.9% | +11.2% | -13.1% | -7.3% |
| YTD | -0.2% | -11.2% | +11.1% | -2.1% |
| 1Y | +10.7% | -22.5% | +33.2% | +10.1% |
| 3Y | +210.8% | -1.3% | +212.1% | +183.4% |
| 5Y | +238.2% | -54.2% | +292.4% | +231.1% |
| 10Y | +313.4% | -6.1% | +319.5% | +239.5% |
| All | +188.5% | +837.3% | -648.8% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling