+1,558.3%
NVDL vs AMBA
-28.1%
+1,586.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.3% | -14.0% | -12.1% |
| 7D | -23.4% | 0.0% | -23.3% | -23.0% |
| 30D | -41.3% | -8.6% | -32.7% | -37.6% |
| 3M | -40.6% | -29.0% | -11.6% | -26.9% |
| 6M | -39.8% | -19.2% | -20.6% | -38.0% |
| YTD | -26.2% | -13.0% | -13.2% | -30.4% |
| 1Y | -30.0% | -31.3% | +1.3% | -23.5% |
| 3Y | +364.0% | +28.1% | +335.8% | +197.5% |
| All | +1,558.3% | -28.1% | +1,586.4% | +1,535.9% |
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