+49.2%
NTRS vs AMBA
-19.2%
+68.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.4% | +7.9% | -6.5% | +0.7% |
| 30D | -0.7% | -18.8% | +18.1% | +1.1% |
| 3M | +11.3% | +3.1% | +8.2% | +9.5% |
| 6M | +35.5% | +25.7% | +9.9% | +27.2% |
| YTD | +40.6% | -4.2% | +44.8% | +36.5% |
| 1Y | +49.2% | -18.4% | +67.6% | +46.2% |
| All | +49.2% | -19.2% | +68.4% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling