+971.5%
DE vs AMBA
+772.6%
+198.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.5% |
| 7D | -0.6% | -7.2% | +6.7% | +0.3% |
| 30D | +2.3% | -10.4% | +12.6% | +3.4% |
| 3M | +9.5% | -30.1% | +39.6% | +14.0% |
| 6M | +14.1% | -22.4% | +36.5% | +14.8% |
| YTD | +45.4% | -17.3% | +62.8% | +43.9% |
| 1Y | +42.9% | -35.4% | +78.3% | +45.8% |
| 3Y | +84.8% | +18.6% | +66.2% | +66.2% |
| 5Y | +101.8% | -69.8% | +171.6% | +105.9% |
| 10Y | +788.0% | +1.1% | +786.9% | +613.8% |
| All | +971.5% | +772.6% | +198.9% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling