+608.4%
NSC vs AMBA
+807.9%
-199.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | +1.8% | -8.1% | +9.9% | +2.9% |
| 30D | +8.8% | -10.8% | +19.6% | +10.2% |
| 3M | +1.2% | -25.9% | +27.2% | +4.7% |
| 6M | +11.3% | -13.9% | +25.2% | +10.2% |
| YTD | +20.7% | -14.0% | +34.7% | +18.6% |
| 1Y | +23.4% | -25.7% | +49.1% | +23.0% |
| 3Y | +87.1% | +21.5% | +65.7% | +66.5% |
| 5Y | +33.8% | -68.9% | +102.8% | +35.9% |
| 10Y | +356.6% | +5.2% | +351.4% | +254.5% |
| All | +608.4% | +807.9% | -199.5% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling