+441.6%
NOK vs AMBA
+837.3%
-395.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.8% |
| 7D | -1.8% | -11.0% | +9.2% | +0.1% |
| 30D | +4.7% | -23.2% | +27.9% | +9.3% |
| 3M | -39.7% | -12.7% | -26.9% | -38.7% |
| 6M | +23.1% | +11.2% | +11.9% | +20.3% |
| YTD | +55.0% | -11.2% | +66.2% | +55.4% |
| 1Y | +118.0% | -22.5% | +140.6% | +120.9% |
| 3Y | +170.5% | -1.3% | +171.8% | +153.1% |
| 5Y | +84.9% | -54.2% | +139.0% | +83.2% |
| 10Y | +112.0% | -6.1% | +118.1% | +71.3% |
| All | +441.6% | +837.3% | -395.6% | +131.2% |
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