-100.0%
DFNS vs AMBA
+27.1%
-127.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.5% |
| 7D | -6.0% | +2.7% | -8.7% | -5.9% |
| 30D | -71.2% | -2.2% | -69.0% | -71.2% |
| 3M | -94.5% | -26.6% | -67.9% | -94.6% |
| 6M | -96.5% | -26.8% | -69.8% | -96.6% |
| YTD | -99.6% | -15.1% | -84.5% | -99.6% |
| 1Y | -99.7% | -32.3% | -67.4% | -99.7% |
| 3Y | -100.0% | +19.8% | -119.8% | -100.0% |
| 5Y | -100.0% | -69.2% | -30.7% | -100.0% |
| All | -100.0% | +27.1% | -127.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling