+114.4%
NI vs AMBA
-68.7%
+183.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +3.1% | +10.7% | -7.6% | +2.7% |
| 30D | +11.2% | -5.0% | +16.2% | +11.3% |
| 3M | +9.8% | -26.9% | +36.7% | +10.9% |
| 6M | -1.6% | -21.9% | +20.3% | -1.5% |
| YTD | +12.6% | -13.8% | +26.4% | +12.0% |
| 1Y | +7.8% | -36.1% | +43.9% | +8.6% |
| 3Y | +100.5% | +21.6% | +78.9% | +90.9% |
| 5Y | +114.4% | -68.8% | +183.2% | +103.7% |
| All | +114.4% | -68.7% | +183.2% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling