+248.2%
RNG vs AMBA
+12.8%
+235.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -0.7% |
| 7D | -6.2% | 0.0% | -6.2% | -6.4% |
| 30D | -8.0% | -8.6% | +0.6% | -5.5% |
| 3M | +15.7% | -29.0% | +44.7% | +27.3% |
| 6M | +60.3% | -19.2% | +79.6% | +58.3% |
| YTD | +153.8% | -13.0% | +166.8% | +140.3% |
| 1Y | +172.2% | -31.3% | +203.4% | +176.5% |
| 3Y | +174.8% | +28.1% | +146.7% | +102.2% |
| 5Y | -68.6% | -69.4% | +0.8% | -66.1% |
| 10Y | +248.2% | +7.6% | +240.6% | +122.1% |
| All | +248.2% | +12.8% | +235.4% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling