+117.5%
RNG vs AMBA
-24.5%
+142.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -0.8% | -6.4% | +5.6% | -0.3% |
| 30D | +11.4% | -26.8% | +38.2% | +14.7% |
| 3M | +72.1% | -7.6% | +79.7% | +70.3% |
| 6M | +67.9% | +21.2% | +46.7% | +49.9% |
| YTD | +144.3% | -10.4% | +154.7% | +131.6% |
| 1Y | +117.5% | -24.4% | +141.9% | +111.3% |
| All | +117.5% | -24.5% | +142.0% | +111.3% |
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