+92.6%
NTR vs AMBA
+6.6%
+86.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +8.1% | -11.0% | +19.1% | +9.7% |
| 30D | +18.8% | -23.2% | +41.9% | +22.8% |
| 3M | +16.2% | -12.7% | +28.9% | +16.2% |
| 6M | +9.8% | +11.2% | -1.5% | +4.9% |
| YTD | +30.9% | -11.2% | +42.1% | +28.5% |
| 1Y | +41.8% | -22.5% | +64.3% | +40.6% |
| 3Y | +35.8% | -1.3% | +37.1% | +23.1% |
| 5Y | +51.0% | -54.2% | +105.2% | +43.9% |
| All | +92.6% | +6.6% | +86.1% | +34.5% |
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