+196.7%
RRX vs AMBA
+837.3%
-640.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +3.4% | -11.0% | +14.4% | +6.1% |
| 30D | -11.1% | -23.2% | +12.0% | -5.9% |
| 3M | -23.7% | -12.7% | -11.0% | -22.7% |
| 6M | -22.0% | +11.2% | -33.2% | -25.6% |
| YTD | +16.5% | -11.2% | +27.7% | +16.0% |
| 1Y | +11.5% | -22.5% | +34.0% | +13.4% |
| 3Y | +1.5% | -1.3% | +2.8% | -5.1% |
| 5Y | +18.3% | -54.2% | +72.4% | +18.1% |
| 10Y | +209.8% | -6.1% | +215.9% | +154.1% |
| All | +196.7% | +837.3% | -640.5% | +97.9% |
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