+309.6%
NSC vs AMBA
-0.9%
+310.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -9.0% | -3.7% |
| 7D | -6.6% | -7.2% | +0.6% | -5.7% |
| 30D | +2.2% | -10.4% | +12.5% | +3.4% |
| 3M | -6.2% | -30.1% | +23.9% | -2.0% |
| 6M | +1.7% | -22.4% | +24.1% | +2.0% |
| YTD | +12.2% | -17.3% | +29.6% | +10.4% |
| 1Y | +15.4% | -35.4% | +50.8% | +17.5% |
| 3Y | +73.3% | +18.6% | +54.7% | +51.3% |
| 5Y | +24.7% | -69.8% | +94.5% | +27.6% |
| All | +309.6% | -0.9% | +310.5% | +179.2% |
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