+960.7%
DAL vs AMBA
+807.9%
+152.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.5% |
| 7D | +11.1% | -8.1% | +19.1% | +12.9% |
| 30D | +7.7% | -10.8% | +18.5% | +10.0% |
| 3M | -3.5% | -25.9% | +22.4% | +2.0% |
| 6M | +31.3% | -13.9% | +45.2% | +30.1% |
| YTD | +30.0% | -14.0% | +44.0% | +27.9% |
| 1Y | +62.1% | -25.7% | +87.8% | +63.1% |
| 3Y | +176.6% | +21.5% | +155.2% | +140.6% |
| 5Y | +126.2% | -68.9% | +195.1% | +136.2% |
| 10Y | +135.1% | +5.2% | +129.9% | +84.8% |
| All | +960.7% | +807.9% | +152.8% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling