-40.9%
NRG vs AMBA
-34.6%
-6.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | -9.6% | -10.5% | +0.9% | -8.1% |
| 3M | -17.9% | -26.4% | +8.5% | -14.1% |
| 6M | -29.1% | -20.9% | -8.2% | -28.3% |
| YTD | -38.1% | -14.8% | -23.3% | -39.8% |
| 1Y | -40.9% | -36.1% | -4.8% | -41.8% |
| All | -40.9% | -34.6% | -6.3% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling