+628.1%
NEE vs AMBA
+772.6%
-144.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.8% |
| 7D | +3.9% | -7.2% | +11.1% | +4.3% |
| 30D | +12.8% | -10.4% | +23.2% | +13.4% |
| 3M | +3.6% | -30.1% | +33.7% | +5.4% |
| 6M | -7.5% | -22.4% | +14.9% | -7.4% |
| YTD | +10.7% | -17.3% | +28.0% | +10.0% |
| 1Y | +9.1% | -35.4% | +44.5% | +9.9% |
| 3Y | +61.0% | +18.6% | +42.4% | +52.0% |
| 5Y | +16.3% | -69.8% | +86.1% | +16.4% |
| 10Y | +264.6% | +1.1% | +263.5% | +231.2% |
| All | +628.1% | +772.6% | -144.5% | +480.3% |
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