+43.2%
NWSA vs AMBA
-54.5%
+97.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -1.9% | -11.0% | +9.1% | -0.3% |
| 30D | +4.6% | -23.2% | +27.7% | +8.3% |
| 3M | +13.2% | -12.7% | +25.9% | +12.6% |
| 6M | +27.0% | +11.2% | +15.8% | +19.3% |
| YTD | +16.8% | -11.2% | +28.1% | +13.5% |
| 1Y | +4.5% | -22.5% | +27.0% | +2.7% |
| 3Y | +46.2% | -1.3% | +47.5% | +28.5% |
| All | +43.2% | -54.5% | +97.7% | +29.3% |
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 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