+153.0%
DASH vs AMBA
-1.0%
+154.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -10.6% | -11.0% | +0.4% | -9.0% |
| 30D | +2.2% | -23.2% | +25.3% | +6.1% |
| 3M | +32.3% | -12.7% | +45.0% | +32.3% |
| 6M | +19.1% | +11.2% | +7.9% | +11.2% |
| YTD | -6.5% | -11.2% | +4.7% | -9.4% |
| 1Y | -14.9% | -22.5% | +7.6% | -16.8% |
| All | +153.0% | -1.0% | +154.0% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling