+156.9%
RNG vs AMBA
+16.7%
+140.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -4.1% |
| 7D | -11.3% | -7.2% | -4.1% | -10.1% |
| 30D | -5.7% | -10.4% | +4.7% | -3.7% |
| 3M | +16.8% | -30.1% | +46.9% | +24.4% |
| 6M | +58.5% | -22.4% | +80.9% | +58.2% |
| YTD | +151.3% | -17.3% | +168.7% | +143.4% |
| 1Y | +169.0% | -35.4% | +204.4% | +176.3% |
| 3Y | +156.9% | +18.6% | +138.3% | +98.3% |
| All | +156.9% | +16.7% | +140.2% | +98.3% |
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 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