+123.7%
NOK vs AMBA
+4.3%
+119.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.3% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | -20.4% | -10.5% | -9.9% | -18.5% |
| 3M | -9.6% | -26.4% | +16.8% | -4.2% |
| 6M | -35.6% | -20.9% | -14.8% | -33.3% |
| YTD | +27.5% | -14.8% | +42.3% | +29.3% |
| 1Y | +18.4% | -36.1% | +54.4% | +25.0% |
| 3Y | +151.8% | +20.2% | +131.6% | +127.4% |
| 5Y | +61.1% | -67.2% | +128.4% | +68.0% |
| 10Y | +123.7% | +5.0% | +118.7% | +68.5% |
| All | +123.7% | +4.3% | +119.3% | +68.5% |
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