+197.2%
NEM vs AMBA
+722.2%
-525.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.8% | +2.0% |
| 7D | +7.1% | -14.6% | +21.6% | +8.2% |
| 30D | +2.9% | -18.8% | +21.6% | +4.3% |
| 3M | +15.0% | -32.6% | +47.6% | +18.0% |
| 6M | +10.3% | -25.8% | +36.1% | +11.4% |
| YTD | +20.7% | -22.1% | +42.8% | +21.0% |
| 1Y | +48.0% | -36.2% | +84.2% | +50.1% |
| 3Y | +225.0% | +10.0% | +215.1% | +213.9% |
| 5Y | +143.7% | -71.6% | +215.3% | +144.4% |
| 10Y | +305.3% | -4.7% | +310.0% | +262.9% |
| All | +197.2% | +722.2% | -525.0% | +110.1% |
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