+102.8%
RUN vs AMBA
-0.9%
+103.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | -1.5% |
| 7D | +33.4% | -7.2% | +40.7% | +36.6% |
| 30D | +31.1% | -10.4% | +41.5% | +35.7% |
| 3M | +6.4% | -30.1% | +36.5% | +22.2% |
| 6M | -22.2% | -22.4% | +0.2% | -21.4% |
| YTD | -45.8% | -17.3% | -28.4% | -45.9% |
| 1Y | -51.1% | -35.4% | -15.7% | -46.4% |
| 3Y | -3.0% | +18.6% | -21.6% | -26.6% |
| 5Y | -82.2% | -69.8% | -12.4% | -77.8% |
| All | +102.8% | -0.9% | +103.7% | +40.0% |
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