+185.3%
RNG vs AMBA
-25.6%
+210.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -9.6% | -8.1% | -1.5% | -8.9% |
| 30D | -1.4% | -10.8% | +9.4% | -0.6% |
| 3M | +28.8% | -25.9% | +54.7% | +31.1% |
| 6M | +65.6% | -13.9% | +79.4% | +60.7% |
| YTD | +171.4% | -14.0% | +185.4% | +158.2% |
| 1Y | +185.3% | -25.7% | +211.0% | +175.4% |
| All | +185.3% | -25.6% | +210.9% | +175.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling