+235.4%
RNG vs AMBA
+7.9%
+227.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.3% |
| 7D | -3.5% | +2.6% | -6.1% | -4.5% |
| 30D | -3.8% | -3.6% | -0.2% | -2.7% |
| 3M | +18.6% | -24.6% | +43.2% | +28.1% |
| 6M | +69.2% | -21.6% | +90.8% | +69.1% |
| YTD | +161.9% | -11.8% | +173.7% | +146.9% |
| 1Y | +176.2% | -33.2% | +209.4% | +183.8% |
| 3Y | +174.5% | +24.5% | +150.0% | +104.4% |
| 5Y | -71.9% | -67.7% | -4.3% | -70.0% |
| 10Y | +235.4% | +4.7% | +230.6% | +115.9% |
| All | +235.4% | +7.9% | +227.5% | +115.9% |
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