-69.4%
RNG vs AMBA
-54.5%
-14.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.6% |
| 7D | +5.8% | -11.0% | +16.7% | +9.8% |
| 30D | +19.6% | -23.2% | +42.8% | +30.2% |
| 3M | +67.0% | -12.7% | +79.7% | +64.9% |
| 6M | +88.4% | +11.2% | +77.2% | +63.1% |
| YTD | +155.5% | -11.2% | +166.7% | +139.0% |
| 1Y | +141.7% | -22.5% | +164.2% | +133.1% |
| 3Y | +131.1% | -1.3% | +132.4% | +78.4% |
| All | -69.4% | -54.5% | -14.9% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling