+321.5%
NSC vs AMBA
-6.6%
+328.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -3.0% |
| 7D | -3.8% | -14.6% | +10.8% | -1.7% |
| 30D | +4.1% | -18.8% | +22.9% | +6.9% |
| 3M | -3.3% | -32.6% | +29.3% | +1.6% |
| 6M | +5.9% | -25.8% | +31.7% | +6.9% |
| YTD | +15.5% | -22.1% | +37.6% | +14.7% |
| 1Y | +19.3% | -36.2% | +55.6% | +21.6% |
| 3Y | +79.0% | +10.0% | +69.1% | +58.1% |
| 5Y | +28.3% | -71.6% | +99.9% | +32.5% |
| All | +321.5% | -6.6% | +328.1% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling