-7.8%
NVTS vs AMBA
-62.8%
+55.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +2.7% | -11.0% | +13.7% | +10.8% |
| 30D | -4.5% | -23.2% | +18.7% | +14.1% |
| 3M | -61.5% | -12.7% | -48.8% | -59.6% |
| 6M | +28.0% | +11.2% | +16.8% | +13.7% |
| YTD | +65.3% | -11.2% | +76.5% | +70.0% |
| 1Y | +113.0% | -22.5% | +135.5% | +133.7% |
| 3Y | +34.7% | -1.3% | +36.0% | +19.0% |
| All | -7.8% | -62.8% | +55.0% | +23.8% |
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