+298.8%
RNG vs AMBA
+199.5%
+99.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -4.7% |
| 7D | -11.3% | -7.2% | -4.1% | -9.5% |
| 30D | -5.7% | -10.4% | +4.7% | -2.7% |
| 3M | +16.8% | -30.1% | +46.9% | +28.5% |
| 6M | +58.5% | -22.4% | +80.9% | +58.8% |
| YTD | +151.3% | -17.3% | +168.7% | +143.2% |
| 1Y | +169.0% | -35.4% | +204.4% | +178.8% |
| 3Y | +156.9% | +18.6% | +138.3% | +100.6% |
| 5Y | -69.0% | -69.8% | +0.8% | -65.8% |
| 10Y | +262.0% | +1.1% | +260.9% | +153.5% |
| All | +298.8% | +199.5% | +99.3% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling