+481.9%
NYT vs AMBA
+8.8%
+473.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | +7.9% | -8.5% | -1.5% |
| 30D | +4.6% | -18.8% | +23.3% | +6.9% |
| 3M | -9.6% | +3.1% | -12.7% | -11.5% |
| 6M | -14.0% | +25.7% | -39.7% | -19.0% |
| YTD | -2.8% | -4.2% | +1.4% | -5.7% |
| 1Y | +15.6% | -18.4% | +34.0% | +13.5% |
| 3Y | +56.3% | +13.4% | +42.9% | +39.8% |
| 5Y | +39.5% | -54.2% | +93.8% | +33.9% |
| All | +481.9% | +8.8% | +473.1% | +336.8% |
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 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