+452.4%
ON vs AMBA
-0.9%
+453.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -2.5% |
| 7D | -11.7% | -7.2% | -4.4% | -8.3% |
| 30D | -23.3% | -10.4% | -12.9% | -19.3% |
| 3M | -19.2% | -30.1% | +10.9% | -4.7% |
| 6M | -40.1% | -22.4% | -17.7% | -35.9% |
| YTD | +16.9% | -17.3% | +34.3% | +19.2% |
| 1Y | +29.7% | -35.4% | +65.1% | +46.0% |
| 3Y | -4.4% | +18.6% | -23.0% | -26.9% |
| 5Y | +7.1% | -69.8% | +76.9% | +40.1% |
| All | +452.4% | -0.9% | +453.3% | +231.2% |
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