+103.3%
RUN vs AMBA
+12.8%
+90.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -4.7% |
| 7D | +18.1% | 0.0% | +18.1% | +17.0% |
| 30D | +27.5% | -8.6% | +36.1% | +30.9% |
| 3M | -4.5% | -29.0% | +24.5% | +8.7% |
| 6M | -33.3% | -19.2% | -14.1% | -33.9% |
| YTD | -47.1% | -13.0% | -34.1% | -48.5% |
| 1Y | -43.1% | -31.3% | -11.9% | -39.4% |
| 3Y | -3.0% | +28.1% | -31.1% | -29.2% |
| 5Y | -82.6% | -69.4% | -13.2% | -78.5% |
| 10Y | +103.3% | +7.6% | +95.7% | +36.4% |
| All | +103.3% | +12.8% | +90.5% | +36.4% |
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 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