+214.5%
RL vs AMBA
+722.2%
-507.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.1% | -5.6% |
| 7D | -4.7% | -14.6% | +9.9% | -1.9% |
| 30D | +3.6% | -18.8% | +22.4% | +7.3% |
| 3M | +0.5% | -32.6% | +33.1% | +7.3% |
| 6M | +6.6% | -25.8% | +32.4% | +8.5% |
| YTD | +8.8% | -22.1% | +31.0% | +8.8% |
| 1Y | +21.8% | -36.2% | +58.0% | +25.5% |
| 3Y | +245.8% | +10.0% | +235.8% | +208.3% |
| 5Y | +230.0% | -71.6% | +301.5% | +246.7% |
| 10Y | +369.4% | -4.7% | +374.2% | +288.7% |
| All | +214.5% | +722.2% | -507.7% | +102.7% |
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