-17.5%
RUN vs AMBA
-45.7%
+28.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | +1.3% | -11.0% | +12.2% | +6.1% |
| 30D | -15.3% | -23.2% | +7.9% | -5.6% |
| 3M | -40.0% | -12.7% | -27.3% | -39.4% |
| 6M | -27.0% | +11.2% | -38.2% | -35.9% |
| YTD | -51.7% | -11.2% | -40.5% | -52.2% |
| 1Y | -45.9% | -22.5% | -23.4% | -44.2% |
| 3Y | -43.8% | -1.3% | -42.5% | -51.5% |
| 5Y | -80.5% | -54.2% | -26.3% | -79.1% |
| 10Y | +45.3% | -6.1% | +51.4% | +9.4% |
| All | -17.5% | -45.7% | +28.3% | -8.5% |
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 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