+200.1%
NEM vs AMBA
+772.6%
-572.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.6% |
| 7D | +13.4% | -7.2% | +20.7% | +13.9% |
| 30D | +6.5% | -10.4% | +16.9% | +7.2% |
| 3M | +14.9% | -30.1% | +45.0% | +17.6% |
| 6M | +5.5% | -22.4% | +27.9% | +6.2% |
| YTD | +21.9% | -17.3% | +39.2% | +21.7% |
| 1Y | +47.9% | -35.4% | +83.3% | +49.8% |
| 3Y | +238.2% | +18.6% | +219.6% | +224.9% |
| 5Y | +146.2% | -69.8% | +216.0% | +145.8% |
| 10Y | +309.3% | +1.1% | +308.2% | +264.9% |
| All | +200.1% | +772.6% | -572.4% | +111.3% |
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