+86.9%
NTRS vs AMBA
-50.1%
+137.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -1.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | -1.2% | -16.1% | +14.9% | +1.7% |
| 3M | +8.8% | +4.6% | +4.1% | +5.4% |
| 6M | +34.7% | +29.2% | +5.5% | +23.2% |
| YTD | +37.2% | -2.9% | +40.1% | +32.0% |
| 1Y | +46.3% | -18.7% | +65.1% | +44.0% |
| 3Y | +163.2% | +14.9% | +148.3% | +128.0% |
| 5Y | +86.9% | -53.0% | +139.9% | +65.7% |
| All | +86.9% | -50.1% | +137.1% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling