+149.3%
NWSA vs AMBA
+4.3%
+145.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | -9.7% | -2.6% | -7.0% | -9.2% |
| 30D | -8.6% | -10.5% | +1.9% | -7.0% |
| 3M | -6.3% | -26.4% | +20.1% | -2.0% |
| 6M | -1.2% | -20.9% | +19.7% | -1.4% |
| YTD | +2.6% | -14.8% | +17.4% | -0.3% |
| 1Y | 0.0% | -36.1% | +36.1% | +2.2% |
| 3Y | +30.1% | +20.2% | +9.8% | +9.0% |
| 5Y | +18.3% | -67.2% | +85.6% | +20.2% |
| 10Y | +149.3% | +5.0% | +144.4% | +75.3% |
| All | +149.3% | +4.3% | +145.0% | +75.3% |
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