-26.7%
NVTS vs AMBA
-64.3%
+37.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.7% |
| 7D | +9.6% | -2.6% | +12.2% | +12.5% |
| 30D | -13.0% | -10.5% | -2.5% | -5.0% |
| 3M | -28.8% | -26.4% | -2.4% | -12.2% |
| 6M | -48.5% | -20.9% | -27.6% | -42.4% |
| YTD | +31.4% | -14.8% | +46.2% | +39.6% |
| 1Y | -2.3% | -36.1% | +33.8% | +22.7% |
| 3Y | +49.8% | +20.2% | +29.6% | +16.3% |
| 5Y | -43.2% | -67.2% | +24.1% | -21.2% |
| All | -26.7% | -64.3% | +37.6% | +1.7% |
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