+784.5%
NUE vs AMBA
+772.6%
+12.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -1.3% |
| 7D | -10.6% | -7.2% | -3.3% | -9.4% |
| 30D | -0.6% | -10.4% | +9.8% | +1.1% |
| 3M | -9.7% | -30.1% | +20.4% | -4.6% |
| 6M | +5.1% | -22.4% | +27.5% | +5.9% |
| YTD | +51.4% | -17.3% | +68.8% | +49.4% |
| 1Y | +71.3% | -35.4% | +106.7% | +75.4% |
| 3Y | +66.8% | +18.6% | +48.2% | +46.4% |
| 5Y | +134.8% | -69.8% | +204.6% | +140.9% |
| 10Y | +506.1% | +1.1% | +505.0% | +368.6% |
| All | +784.5% | +772.6% | +12.0% | +413.7% |
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