-20.9%
RUN vs AMBA
-47.3%
+26.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -5.1% |
| 7D | -13.7% | +10.7% | -24.4% | -17.2% |
| 30D | +9.4% | -5.0% | +14.4% | +10.6% |
| 3M | -13.4% | -26.9% | +13.5% | -3.2% |
| 6M | -39.6% | -21.9% | -17.7% | -38.9% |
| YTD | -53.7% | -13.8% | -39.9% | -54.4% |
| 1Y | -56.2% | -36.1% | -20.1% | -51.8% |
| 3Y | -9.7% | +21.6% | -31.4% | -30.1% |
| 5Y | -85.5% | -68.8% | -16.7% | -82.3% |
| 10Y | +66.7% | +2.3% | +64.4% | +22.7% |
| All | -20.9% | -47.3% | +26.4% | -12.7% |
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