+379.9%
NEM vs AMBA
+7.9%
+372.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.5% |
| 7D | +0.3% | +2.6% | -2.3% | +0.1% |
| 30D | +1.1% | -3.6% | +4.7% | +1.3% |
| 3M | +1.3% | -24.6% | +25.9% | +3.1% |
| 6M | -1.4% | -21.6% | +20.2% | -0.9% |
| YTD | +19.4% | -11.8% | +31.2% | +18.7% |
| 1Y | +32.9% | -33.2% | +66.1% | +34.2% |
| 3Y | +267.0% | +24.5% | +242.5% | +251.9% |
| 5Y | +131.0% | -67.7% | +198.7% | +126.3% |
| 10Y | +379.9% | +4.7% | +375.2% | +317.4% |
| All | +379.9% | +7.9% | +372.0% | +317.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling