+15.6%
NYT vs AMBA
-19.2%
+34.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | +7.9% | -8.5% | -0.2% |
| 30D | +4.6% | -18.8% | +23.3% | +3.7% |
| 3M | -9.6% | +3.1% | -12.7% | -9.4% |
| 6M | -14.0% | +25.7% | -39.7% | -13.9% |
| YTD | -2.8% | -4.2% | +1.4% | -3.2% |
| 1Y | +15.6% | -18.4% | +34.0% | +14.9% |
| All | +15.6% | -19.2% | +34.8% | +14.9% |
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