+442.7%
NTRS vs AMBA
+796.0%
-353.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.6% |
| 7D | +3.2% | +2.7% | +0.5% | +2.7% |
| 30D | +9.6% | -2.2% | +11.8% | +9.8% |
| 3M | -6.0% | -26.6% | +20.7% | -1.6% |
| 6M | +10.4% | -26.8% | +37.2% | +12.6% |
| YTD | +32.5% | -15.1% | +47.6% | +30.5% |
| 1Y | +41.2% | -32.3% | +73.5% | +43.9% |
| 3Y | +173.4% | +19.8% | +153.6% | +140.4% |
| 5Y | +65.0% | -69.2% | +134.2% | +70.4% |
| 10Y | +192.3% | +0.8% | +191.5% | +129.7% |
| All | +442.7% | +796.0% | -353.3% | +216.7% |
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 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