+201.1%
NRG vs AMBA
-53.5%
+254.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +9.3% | -6.4% | +15.7% | +10.6% |
| 30D | +1.3% | -26.8% | +28.1% | +7.3% |
| 3M | -6.0% | -7.6% | +1.6% | -6.4% |
| 6M | -22.0% | +21.2% | -43.2% | -27.4% |
| YTD | -24.1% | -10.4% | -13.7% | -25.4% |
| 1Y | -18.0% | -24.4% | +6.4% | -17.5% |
| 3Y | +220.0% | +6.0% | +214.0% | +192.3% |
| 5Y | +201.1% | -53.9% | +255.0% | +180.7% |
| All | +201.1% | -53.5% | +254.6% | +180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling