+94.7%
DE vs AMBA
+26.5%
+68.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.9% |
| 30D | +9.3% | -3.6% | +12.9% | +9.6% |
| 3M | +12.2% | -24.6% | +36.8% | +15.1% |
| 6M | +18.1% | -21.6% | +39.7% | +18.5% |
| YTD | +49.8% | -11.8% | +61.5% | +46.7% |
| 1Y | +46.4% | -33.2% | +79.6% | +48.8% |
| All | +94.7% | +26.5% | +68.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling