-22.7%
RRC vs AMBA
+722.2%
-745.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.8% | -2.1% |
| 7D | -6.9% | -14.6% | +7.7% | -4.5% |
| 30D | +25.4% | -18.8% | +44.2% | +29.4% |
| 3M | +31.9% | -32.6% | +64.5% | +39.8% |
| 6M | +17.2% | -25.8% | +43.0% | +18.8% |
| YTD | +43.4% | -22.1% | +65.5% | +42.2% |
| 1Y | +36.7% | -36.2% | +73.0% | +39.4% |
| 3Y | +38.8% | +10.0% | +28.8% | +22.2% |
| 5Y | +118.3% | -71.6% | +189.8% | +126.8% |
| 10Y | +67.7% | -4.7% | +72.4% | +29.1% |
| All | -22.7% | +722.2% | -745.0% | -53.4% |
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