+204.0%
NVT vs AMBA
-70.4%
+274.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.1% | +1.8% | +6.2% |
| 7D | -15.7% | -7.2% | -8.4% | -13.6% |
| 30D | -36.6% | -10.4% | -26.2% | -34.4% |
| 3M | -34.8% | -30.1% | -4.7% | -28.2% |
| 6M | -38.2% | -22.4% | -15.8% | -35.9% |
| YTD | +4.8% | -17.3% | +22.2% | +6.1% |
| 1Y | -2.8% | -35.4% | +32.6% | +4.1% |
| 3Y | +119.5% | +18.6% | +100.9% | +91.8% |
| All | +204.0% | -70.4% | +274.4% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling