+188.3%
RNG vs AMBA
+21.7%
+166.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +4.6% | +2.7% | +1.9% | +4.0% |
| 30D | +0.4% | -2.2% | +2.6% | +0.9% |
| 3M | +11.4% | -26.6% | +38.1% | +17.5% |
| 6M | +95.7% | -26.8% | +122.5% | +99.3% |
| YTD | +162.9% | -15.1% | +178.0% | +153.3% |
| 1Y | +180.3% | -32.3% | +212.5% | +184.8% |
| 3Y | +188.3% | +19.8% | +168.5% | +150.1% |
| All | +188.3% | +21.7% | +166.6% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling