+538.1%
NI vs AMBA
+837.3%
-299.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +2.0% | -11.0% | +13.0% | +2.7% |
| 30D | -3.5% | -23.2% | +19.6% | -2.2% |
| 3M | -9.1% | -12.7% | +3.6% | -9.1% |
| 6M | -11.8% | +11.2% | -23.1% | -13.5% |
| YTD | +1.1% | -11.2% | +12.3% | +0.3% |
| 1Y | +6.7% | -22.5% | +29.2% | +6.3% |
| 3Y | +71.1% | -1.3% | +72.4% | +64.4% |
| 5Y | +94.3% | -54.2% | +148.5% | +89.5% |
| 10Y | +135.8% | -6.1% | +141.9% | +107.5% |
| All | +538.1% | +837.3% | -299.2% | +363.2% |
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