+47.4%
NSC vs AMBA
-54.5%
+102.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.5% | -11.0% | +5.4% | -4.3% |
| 30D | -3.2% | -23.2% | +20.0% | -0.6% |
| 3M | +7.7% | -12.7% | +20.4% | +7.6% |
| 6M | +4.5% | +11.2% | -6.7% | +0.3% |
| YTD | +15.6% | -11.2% | +26.8% | +13.7% |
| 1Y | +19.8% | -22.5% | +42.4% | +18.9% |
| 3Y | +70.1% | -1.3% | +71.4% | +56.4% |
| All | +47.4% | -54.5% | +102.0% | +38.2% |
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 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