+173.4%
NTRS vs AMBA
+21.7%
+151.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | +3.2% | +2.7% | +0.5% | +2.8% |
| 30D | +9.6% | -2.2% | +11.8% | +9.8% |
| 3M | -6.0% | -26.6% | +20.7% | -2.2% |
| 6M | +10.4% | -26.8% | +37.2% | +12.5% |
| YTD | +32.5% | -15.1% | +47.6% | +30.0% |
| 1Y | +41.2% | -32.3% | +73.5% | +43.5% |
| 3Y | +173.4% | +19.8% | +153.6% | +136.1% |
| All | +173.4% | +21.7% | +151.7% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling