+448.0%
RSG vs AMBA
-0.9%
+448.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +2.5% | +2.7% | -0.2% | +2.4% |
| 30D | +12.7% | -2.2% | +14.9% | +12.7% |
| 3M | +17.9% | -26.6% | +44.6% | +19.2% |
| 6M | +25.0% | -26.8% | +51.8% | +25.5% |
| YTD | +20.8% | -15.1% | +35.9% | +19.9% |
| 1Y | +24.3% | -32.3% | +56.5% | +24.7% |
| 3Y | +65.3% | +19.8% | +45.4% | +55.5% |
| 5Y | +99.1% | -69.2% | +168.3% | +100.9% |
| All | +448.0% | -0.9% | +448.9% | +356.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling