+778.6%
DE vs AMBA
-0.9%
+779.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.3% |
| 7D | -0.6% | -7.2% | +6.7% | +0.5% |
| 30D | +2.3% | -10.4% | +12.6% | +3.6% |
| 3M | +9.5% | -30.1% | +39.6% | +15.0% |
| 6M | +14.1% | -22.4% | +36.5% | +14.7% |
| YTD | +45.4% | -17.3% | +62.8% | +43.3% |
| 1Y | +42.9% | -35.4% | +78.3% | +46.3% |
| 3Y | +84.8% | +18.6% | +66.2% | +60.5% |
| 5Y | +101.8% | -69.8% | +171.6% | +108.3% |
| All | +778.6% | -0.9% | +779.5% | +500.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling