+112.0%
DG vs AMBA
-7.1%
+119.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +8.4% | -11.0% | +19.4% | +9.1% |
| 30D | +4.9% | -23.2% | +28.1% | +6.4% |
| 3M | +29.3% | -12.7% | +42.1% | +29.3% |
| 6M | -11.3% | +11.2% | -22.5% | -13.1% |
| YTD | +1.8% | -11.2% | +13.0% | +0.8% |
| 1Y | +25.3% | -22.5% | +47.9% | +24.6% |
| 3Y | +9.1% | -1.3% | +10.4% | +3.6% |
| 5Y | -34.9% | -54.2% | +19.3% | -36.9% |
| All | +112.0% | -7.1% | +119.0% | +70.8% |
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 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