+937.8%
AMBA vs DAR
+284.4%
+653.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -11.0% | +1.4% | -12.3% | -11.5% |
| 30D | -23.2% | +12.8% | -35.9% | -27.3% |
| 3M | -12.7% | +7.4% | -20.1% | -15.8% |
| 6M | +11.2% | +22.3% | -11.1% | +1.1% |
| YTD | -11.2% | +81.1% | -92.3% | -31.6% |
| 1Y | -22.5% | +106.5% | -129.0% | -44.4% |
| 3Y | -1.3% | +5.3% | -6.6% | -10.2% |
| 5Y | -54.2% | -11.5% | -42.6% | -56.4% |
| 10Y | -6.1% | +353.3% | -359.5% | -55.3% |
| All | +937.8% | +284.4% | +653.4% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling