+7.6%
AMBA vs DAR
+288.2%
-280.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +3.3% |
| 7D | 0.0% | -2.8% | +2.7% | +1.3% |
| 30D | -8.6% | -12.8% | +4.2% | -3.2% |
| 3M | -29.0% | -11.6% | -17.4% | -25.9% |
| 6M | -19.2% | -16.8% | -2.4% | -13.6% |
| YTD | -13.0% | +45.9% | -58.9% | -27.8% |
| 1Y | -31.3% | +61.5% | -92.7% | -45.9% |
| 3Y | +28.1% | +23.0% | +5.2% | +7.1% |
| 5Y | -69.4% | -35.8% | -33.6% | -66.6% |
| 10Y | +7.6% | +280.4% | -272.7% | -42.3% |
| All | +7.6% | +288.2% | -280.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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