+218.0%
NEM vs AMBA
+837.3%
-619.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.3% | -11.0% | +11.3% | +1.1% |
| 30D | +23.1% | -23.2% | +46.2% | +25.3% |
| 3M | +18.5% | -12.7% | +31.2% | +18.8% |
| 6M | +7.8% | +11.2% | -3.4% | +5.9% |
| YTD | +29.1% | -11.2% | +40.3% | +28.5% |
| 1Y | +72.7% | -22.5% | +95.2% | +72.9% |
| 3Y | +248.7% | -1.3% | +250.1% | +238.3% |
| 5Y | +148.7% | -54.2% | +202.8% | +142.0% |
| 10Y | +304.8% | -6.1% | +310.9% | +263.2% |
| All | +218.0% | +837.3% | -619.3% | +123.1% |
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