+468.2%
NTRS vs AMBA
+837.3%
-369.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.4% | -11.0% | +11.3% | +2.3% |
| 30D | +1.7% | -23.2% | +24.9% | +6.0% |
| 3M | +8.9% | -12.7% | +21.6% | +8.9% |
| 6M | +30.6% | +11.2% | +19.4% | +24.0% |
| YTD | +38.7% | -11.2% | +49.9% | +36.2% |
| 1Y | +48.1% | -22.5% | +70.6% | +47.3% |
| 3Y | +165.5% | -1.3% | +166.8% | +142.3% |
| 5Y | +85.6% | -54.2% | +139.7% | +79.8% |
| 10Y | +246.1% | -6.1% | +252.2% | +173.7% |
| All | +468.2% | +837.3% | -369.1% | +230.5% |
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