+852.9%
DE vs AMBA
-5.3%
+858.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.0% |
| 7D | +0.7% | -6.4% | +7.1% | +1.7% |
| 30D | +9.6% | -26.8% | +36.5% | +15.0% |
| 3M | +19.0% | -7.6% | +26.6% | +18.3% |
| 6M | +16.1% | +21.2% | -5.1% | +8.5% |
| YTD | +47.0% | -10.4% | +57.4% | +43.9% |
| 1Y | +43.1% | -24.4% | +67.6% | +42.8% |
| 3Y | +77.5% | +6.0% | +71.5% | +58.6% |
| 5Y | +96.4% | -53.9% | +150.2% | +85.9% |
| 10Y | +852.9% | -6.2% | +859.0% | +561.4% |
| All | +852.9% | -5.3% | +858.1% | +561.4% |
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