+47.9%
DE vs AMBA
-20.7%
+68.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +10.0% | -11.0% | +21.0% | +10.8% |
| 30D | +13.3% | -23.2% | +36.5% | +15.2% |
| 3M | +17.5% | -12.7% | +30.2% | +17.7% |
| 6M | +13.6% | +11.2% | +2.4% | +9.1% |
| YTD | +49.8% | -11.2% | +61.0% | +47.2% |
| 1Y | +47.9% | -22.5% | +70.4% | +49.6% |
| All | +47.9% | -20.7% | +68.5% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling