-26.7%
NRG vs AMBA
+7.7%
-34.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.5% |
| 7D | +7.1% | -11.0% | +18.1% | +8.9% |
| 30D | -1.4% | -23.2% | +21.7% | +2.3% |
| 3M | -10.5% | -12.7% | +2.3% | -9.5% |
| 6M | -26.7% | +11.2% | -38.0% | -38.9% |
| All | -26.7% | +7.7% | -34.4% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling