-99.7%
DFNS vs AMBA
-32.7%
-67.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.1% | -18.4% | -13.6% |
| 7D | -44.0% | -7.2% | -36.8% | -42.9% |
| 30D | -69.1% | -10.4% | -58.7% | -68.4% |
| 3M | -95.6% | -30.1% | -65.5% | -95.3% |
| 6M | -96.2% | -22.4% | -73.7% | -96.6% |
| YTD | -99.6% | -17.3% | -82.3% | -99.7% |
| 1Y | -99.7% | -35.4% | -64.4% | -99.8% |
| All | -99.7% | -32.7% | -67.0% | -99.8% |
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 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