+122.4%
NOK vs AMBA
-5.3%
+127.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.2% | +6.0% |
| 7D | +7.3% | -6.4% | +13.7% | +8.5% |
| 30D | +13.8% | -26.8% | +40.6% | +20.3% |
| 3M | -27.0% | -7.6% | -19.4% | -26.5% |
| 6M | +37.6% | +21.2% | +16.4% | +32.5% |
| YTD | +64.6% | -10.4% | +75.0% | +64.8% |
| 1Y | +132.0% | -24.4% | +156.4% | +136.2% |
| 3Y | +183.7% | +6.0% | +177.7% | +160.5% |
| 5Y | +101.3% | -53.9% | +155.2% | +98.2% |
| 10Y | +122.4% | -6.2% | +128.6% | +70.5% |
| All | +122.4% | -5.3% | +127.6% | +70.5% |
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