+15.0%
NYT vs AMBA
-20.7%
+35.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.3% | -11.0% | +9.7% | -1.8% |
| 30D | +2.7% | -23.2% | +25.9% | +1.5% |
| 3M | -10.3% | -12.7% | +2.4% | -10.5% |
| 6M | -16.6% | +11.2% | -27.8% | -16.8% |
| YTD | -2.3% | -11.2% | +9.0% | -3.0% |
| 1Y | +15.0% | -22.5% | +37.5% | +14.3% |
| All | +15.0% | -20.7% | +35.7% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling