-4.8%
NYT vs AMBA
-26.0%
+21.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.8% |
| 7D | +6.5% | +2.7% | +3.8% | +6.7% |
| 30D | +8.4% | -2.2% | +10.6% | +8.2% |
| 3M | +13.9% | -26.6% | +40.6% | +11.3% |
| 6M | -4.8% | -26.8% | +22.0% | -6.0% |
| All | -4.8% | -26.0% | +21.2% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling