-8.4%
RUN vs AMBA
-52.4%
+44.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -9.4% | +21.7% | +16.1% |
| 7D | +30.0% | -14.6% | +44.6% | +37.6% |
| 30D | +27.0% | -18.8% | +45.8% | +36.7% |
| 3M | -5.9% | -32.6% | +26.7% | +8.7% |
| 6M | -26.7% | -25.8% | -0.9% | -24.4% |
| YTD | -46.4% | -22.1% | -24.2% | -44.9% |
| 1Y | -52.1% | -36.2% | -15.8% | -47.3% |
| 3Y | -8.9% | +10.0% | -18.9% | -26.6% |
| 5Y | -82.4% | -71.6% | -10.9% | -77.8% |
| 10Y | +109.6% | -4.7% | +114.3% | +59.9% |
| All | -8.4% | -52.4% | +44.0% | +5.4% |
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 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