+123.8%
NOK vs AMBA
+12.8%
+111.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +5.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.3% |
| 30D | -21.0% | -8.6% | -12.5% | -19.5% |
| 3M | -12.6% | -29.0% | +16.4% | -6.8% |
| 6M | -36.2% | -19.2% | -17.0% | -34.2% |
| YTD | +26.4% | -13.0% | +39.4% | +27.7% |
| 1Y | +19.6% | -31.3% | +50.8% | +24.7% |
| 3Y | +152.6% | +28.1% | +124.4% | +125.5% |
| 5Y | +57.3% | -69.4% | +126.7% | +65.4% |
| 10Y | +123.8% | +7.6% | +116.2% | +67.9% |
| All | +123.8% | +12.8% | +111.0% | +67.9% |
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