+598.6%
NEE vs AMBA
+837.3%
-238.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | +1.9% | -11.0% | +12.9% | +2.6% |
| 30D | -2.2% | -23.2% | +21.0% | -0.7% |
| 3M | -1.2% | -12.7% | +11.5% | -1.2% |
| 6M | -8.6% | +11.2% | -19.8% | -10.4% |
| YTD | +6.2% | -11.2% | +17.4% | +5.3% |
| 1Y | +21.1% | -22.5% | +43.6% | +20.7% |
| 3Y | +36.4% | -1.3% | +37.7% | +30.8% |
| 5Y | +11.4% | -54.2% | +65.5% | +9.0% |
| 10Y | +250.0% | -6.1% | +256.1% | +218.6% |
| All | +598.6% | +837.3% | -238.7% | +455.8% |
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