+127.5%
NRG vs AMBA
+23.3%
+104.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.3% | +5.0% | +9.0% |
| 7D | +2.9% | 0.0% | +3.0% | +3.0% |
| 30D | -9.3% | -8.6% | -0.8% | -7.4% |
| 3M | -17.1% | -29.0% | +11.8% | -10.6% |
| 6M | -28.9% | -19.2% | -9.7% | -28.3% |
| YTD | -37.9% | -13.0% | -24.9% | -39.5% |
| 1Y | -42.7% | -31.3% | -11.4% | -41.0% |
| 3Y | +127.5% | +28.1% | +99.3% | +89.1% |
| All | +127.5% | +23.3% | +104.2% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling