+956.6%
RSG vs AMBA
+837.3%
+119.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +0.3% | -11.0% | +11.2% | +0.8% |
| 30D | +7.6% | -23.2% | +30.7% | +8.8% |
| 3M | +7.4% | -12.7% | +20.1% | +7.3% |
| 6M | -3.3% | +11.2% | -14.5% | -4.9% |
| YTD | +6.0% | -11.2% | +17.2% | +5.2% |
| 1Y | -3.7% | -22.5% | +18.9% | -4.1% |
| 3Y | +59.1% | -1.3% | +60.4% | +53.1% |
| 5Y | +89.0% | -54.2% | +143.2% | +85.1% |
| 10Y | +412.5% | -6.1% | +418.6% | +356.8% |
| All | +956.6% | +837.3% | +119.4% | +710.4% |
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