+342.1%
NEM vs AMBA
+0.6%
+341.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.8% |
| 7D | -5.9% | +10.7% | -16.6% | -6.6% |
| 30D | -2.6% | -5.0% | +2.5% | -2.3% |
| 3M | -4.2% | -26.9% | +22.7% | -2.2% |
| 6M | -5.5% | -21.9% | +16.4% | -4.9% |
| YTD | +13.5% | -13.8% | +27.3% | +13.0% |
| 1Y | +22.2% | -36.1% | +58.2% | +23.7% |
| 3Y | +249.0% | +21.6% | +227.3% | +235.2% |
| 5Y | +120.1% | -68.8% | +188.8% | +116.1% |
| All | +342.1% | +0.6% | +341.5% | +285.5% |
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