+344.1%
NEM vs AMBA
-0.9%
+345.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | -6.4% | +2.7% | -9.1% | -6.6% |
| 30D | +1.4% | -2.2% | +3.6% | +1.5% |
| 3M | -0.7% | -26.6% | +25.9% | +1.3% |
| 6M | -4.5% | -26.8% | +22.3% | -3.5% |
| YTD | +14.0% | -15.1% | +29.2% | +13.7% |
| 1Y | +27.3% | -32.3% | +59.5% | +28.4% |
| 3Y | +250.5% | +19.8% | +230.7% | +237.0% |
| 5Y | +121.1% | -69.2% | +190.3% | +117.3% |
| All | +344.1% | -0.9% | +345.0% | +287.7% |
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 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