-6.5%
RUN vs AMBA
+21.7%
-28.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | -13.5% | +2.7% | -16.2% | -14.4% |
| 30D | +18.3% | -2.2% | +20.5% | +18.1% |
| 3M | -12.5% | -26.6% | +14.2% | -2.6% |
| 6M | -40.3% | -26.8% | -13.5% | -38.0% |
| YTD | -53.1% | -15.1% | -38.0% | -54.0% |
| 1Y | -54.3% | -32.3% | -22.0% | -51.4% |
| 3Y | -6.5% | +19.8% | -26.3% | -33.5% |
| All | -6.5% | +21.7% | -28.2% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling