-84.4%
RUN vs AMBA
-66.8%
-17.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +2.6% |
| 7D | +3.2% | +2.6% | +0.6% | +1.2% |
| 30D | +19.5% | -3.6% | +23.1% | +20.1% |
| 3M | -9.6% | -24.6% | +15.0% | +0.9% |
| 6M | -37.3% | -21.6% | -15.7% | -36.9% |
| YTD | -50.7% | -11.8% | -38.9% | -52.6% |
| 1Y | -54.1% | -33.2% | -20.9% | -50.3% |
| 3Y | -3.9% | +24.5% | -28.4% | -32.6% |
| 5Y | -84.4% | -67.7% | -16.7% | -82.4% |
| All | -84.4% | -66.8% | -17.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling