+6.7%
NI vs AMBA
-20.7%
+27.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.7% |
| 7D | +2.0% | -11.0% | +13.0% | +1.8% |
| 30D | -3.5% | -23.2% | +19.6% | -4.0% |
| 3M | -9.1% | -12.7% | +3.6% | -9.1% |
| 6M | -11.8% | +11.2% | -23.1% | -12.2% |
| YTD | +1.1% | -11.2% | +12.3% | +1.1% |
| 1Y | +6.7% | -22.5% | +29.2% | +6.5% |
| All | +6.7% | -20.7% | +27.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling