+440.7%
NUE vs AMBA
+0.6%
+440.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | +6.1% | +10.7% | -4.5% | +4.0% |
| 30D | +2.7% | -5.0% | +7.8% | +3.6% |
| 3M | -3.8% | -26.9% | +23.1% | +1.5% |
| 6M | +14.0% | -21.9% | +35.9% | +14.7% |
| YTD | +61.2% | -13.8% | +75.0% | +57.0% |
| 1Y | +77.8% | -36.1% | +113.9% | +83.1% |
| 3Y | +78.2% | +21.6% | +56.6% | +50.5% |
| 5Y | +149.8% | -68.8% | +218.6% | +154.7% |
| All | +440.7% | +0.6% | +440.1% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling