+55.7%
NYT vs AMBA
+12.9%
+42.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.4% | -2.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | +2.8% | -16.1% | +18.9% | +3.3% |
| 3M | -9.2% | +4.6% | -13.9% | -10.0% |
| 6M | -17.1% | +29.2% | -46.3% | -19.6% |
| YTD | -3.2% | -2.9% | -0.4% | -4.7% |
| 1Y | +15.7% | -18.7% | +34.4% | +14.9% |
| All | +55.7% | +12.9% | +42.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling