+100.8%
DG vs AMBA
-0.9%
+101.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | +0.2% |
| 30D | +3.2% | -2.2% | +5.4% | +3.2% |
| 3M | +10.4% | -26.6% | +37.1% | +12.0% |
| 6M | +33.2% | -26.8% | +59.9% | +33.8% |
| YTD | +3.0% | -15.1% | +18.1% | +2.0% |
| 1Y | +31.2% | -32.3% | +63.5% | +31.6% |
| 3Y | +21.8% | +19.8% | +2.0% | +13.3% |
| 5Y | -35.0% | -69.2% | +34.3% | -34.3% |
| All | +100.8% | -0.9% | +101.7% | +59.5% |
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 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