+258.0%
NVS vs AMBA
+3.0%
+255.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | -2.8% | +2.6% | -5.4% | -3.0% |
| 30D | +11.5% | -3.6% | +15.0% | +11.6% |
| 3M | +3.7% | -24.6% | +28.3% | +5.1% |
| 6M | +10.4% | -21.6% | +32.0% | +10.5% |
| YTD | +19.8% | -11.8% | +31.6% | +18.5% |
| 1Y | +26.6% | -33.2% | +59.8% | +27.4% |
| 3Y | +90.1% | +24.5% | +65.6% | +77.9% |
| 5Y | +133.4% | -67.7% | +201.0% | +135.1% |
| All | +258.0% | +3.0% | +255.0% | +188.5% |
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