+914.6%
DAL vs AMBA
+722.2%
+192.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -2.4% |
| 7D | +4.6% | -14.6% | +19.1% | +7.9% |
| 30D | +2.3% | -18.8% | +21.1% | +6.5% |
| 3M | -8.1% | -32.6% | +24.5% | -0.9% |
| 6M | +21.4% | -25.8% | +47.2% | +24.1% |
| YTD | +24.3% | -22.1% | +46.4% | +24.8% |
| 1Y | +47.4% | -36.2% | +83.6% | +53.0% |
| 3Y | +164.6% | +10.0% | +154.6% | +134.9% |
| 5Y | +100.2% | -71.6% | +171.8% | +113.0% |
| 10Y | +124.9% | -4.7% | +129.6% | +80.4% |
| All | +914.6% | +722.2% | +192.4% | +567.0% |
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