+7.4%
DASH vs AMBA
-54.5%
+61.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.4% |
| 7D | -10.6% | -11.0% | +0.4% | -7.4% |
| 30D | +2.2% | -23.2% | +25.3% | +10.3% |
| 3M | +32.3% | -12.7% | +45.0% | +31.7% |
| 6M | +19.1% | +11.2% | +7.9% | +5.4% |
| YTD | -6.5% | -11.2% | +4.7% | -11.8% |
| 1Y | -14.9% | -22.5% | +7.6% | -18.4% |
| 3Y | +151.9% | -1.3% | +153.3% | +94.9% |
| All | +7.4% | -54.5% | +61.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling