-98.3%
DFNS vs AMBA
-20.7%
-77.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -16.0% | -11.0% | -5.0% | -12.8% |
| 30D | -77.7% | -23.2% | -54.5% | -75.5% |
| 3M | -77.2% | -12.7% | -64.5% | -79.3% |
| 6M | -95.2% | +11.2% | -106.4% | -96.7% |
| YTD | -98.0% | -11.2% | -86.7% | -98.4% |
| 1Y | -98.3% | -22.5% | -75.7% | -98.5% |
| All | -98.3% | -20.7% | -77.6% | -98.5% |
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 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