+122.8%
DAL vs AMBA
-0.9%
+123.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +0.6% |
| 7D | +8.8% | -7.2% | +16.0% | +10.7% |
| 30D | +5.4% | -10.4% | +15.8% | +7.9% |
| 3M | -4.9% | -30.1% | +25.2% | +3.1% |
| 6M | +19.8% | -22.4% | +42.3% | +21.3% |
| YTD | +27.0% | -17.3% | +44.3% | +25.2% |
| 1Y | +52.5% | -35.4% | +87.8% | +58.7% |
| 3Y | +173.8% | +18.6% | +155.2% | +128.6% |
| 5Y | +104.5% | -69.8% | +174.4% | +116.0% |
| All | +122.8% | -0.9% | +123.7% | +49.7% |
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