+192.3%
NI vs AMBA
+7.9%
+184.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | +0.4% |
| 7D | +0.6% | +2.6% | -2.0% | +0.4% |
| 30D | +11.2% | -3.6% | +14.8% | +11.3% |
| 3M | +9.2% | -24.6% | +33.8% | +10.7% |
| 6M | -1.8% | -21.6% | +19.8% | -1.6% |
| YTD | +12.0% | -11.8% | +23.8% | +10.9% |
| 1Y | +6.4% | -33.2% | +39.6% | +7.2% |
| 3Y | +99.4% | +24.5% | +74.9% | +87.2% |
| 5Y | +113.1% | -67.7% | +180.8% | +113.4% |
| 10Y | +192.3% | +4.7% | +187.5% | +141.5% |
| All | +192.3% | +7.9% | +184.4% | +141.5% |
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 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