+99.2%
DE vs AMBA
-54.5%
+153.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +10.0% | -11.0% | +21.0% | +11.5% |
| 30D | +13.3% | -23.2% | +36.5% | +16.8% |
| 3M | +17.5% | -12.7% | +30.2% | +17.7% |
| 6M | +13.6% | +11.2% | +2.4% | +9.0% |
| YTD | +49.8% | -11.2% | +61.0% | +47.5% |
| 1Y | +47.9% | -22.5% | +70.4% | +47.3% |
| 3Y | +72.5% | -1.3% | +73.8% | +59.4% |
| All | +99.2% | -54.5% | +153.8% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling