+74.6%
NTR vs AMBA
-0.8%
+75.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.8% |
| 7D | +3.0% | -7.2% | +10.2% | +3.8% |
| 30D | +2.2% | -10.4% | +12.5% | +3.3% |
| 3M | +7.9% | -30.1% | +38.0% | +12.3% |
| 6M | -1.5% | -22.4% | +20.9% | -1.1% |
| YTD | +18.6% | -17.3% | +36.0% | +16.9% |
| 1Y | +31.7% | -35.4% | +67.1% | +34.0% |
| 3Y | +46.4% | +18.6% | +27.8% | +27.4% |
| 5Y | +24.2% | -69.8% | +94.0% | +28.0% |
| All | +74.6% | -0.8% | +75.4% | +22.4% |
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