-99.7%
DFNS vs AMBA
-34.6%
-65.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +14.9% | +13.3% |
| 7D | -37.0% | -2.6% | -34.3% | -36.5% |
| 30D | -63.4% | -10.5% | -52.9% | -62.6% |
| 3M | -94.1% | -26.4% | -67.6% | -93.6% |
| 6M | -96.3% | -20.9% | -75.4% | -96.7% |
| YTD | -99.6% | -14.8% | -84.8% | -99.6% |
| 1Y | -99.7% | -36.1% | -63.6% | -99.7% |
| All | -99.7% | -34.6% | -65.1% | -99.7% |
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