-35.5%
RRC vs AMBA
+837.3%
-872.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.3% | -11.0% | +12.3% | +3.2% |
| 30D | +10.1% | -23.2% | +33.3% | +14.7% |
| 3M | +4.0% | -12.7% | +16.7% | +4.0% |
| 6M | +1.6% | +11.2% | -9.6% | -3.9% |
| YTD | +19.7% | -11.2% | +30.9% | +16.7% |
| 1Y | +21.4% | -22.5% | +44.0% | +19.8% |
| 3Y | +29.7% | -1.3% | +31.0% | +17.0% |
| 5Y | +153.9% | -54.2% | +208.0% | +141.5% |
| 10Y | +10.8% | -6.1% | +16.9% | -15.3% |
| All | -35.5% | +837.3% | -872.8% | -61.8% |
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