+47.4%
DE vs AMBA
-33.2%
+80.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.7% |
| 7D | +3.5% | 0.0% | +3.6% | +3.5% |
| 30D | +11.3% | -8.6% | +19.9% | +11.7% |
| 3M | +11.6% | -29.0% | +40.6% | +13.7% |
| 6M | +20.9% | -19.2% | +40.1% | +20.3% |
| YTD | +49.7% | -13.0% | +62.6% | +46.4% |
| All | +47.4% | -33.2% | +80.6% | +51.2% |
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 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