+101.5%
DG vs AMBA
+0.6%
+100.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -2.5% | +10.7% | -13.1% | -3.0% |
| 30D | +7.7% | -5.0% | +12.7% | +7.8% |
| 3M | +13.1% | -26.9% | +40.0% | +14.7% |
| 6M | +32.0% | -21.9% | +53.9% | +32.1% |
| YTD | +3.3% | -13.8% | +17.1% | +2.3% |
| 1Y | +31.7% | -36.1% | +67.7% | +32.6% |
| 3Y | +21.7% | +21.6% | 0.0% | +13.1% |
| 5Y | -34.7% | -68.8% | +34.0% | -34.1% |
| All | +101.5% | +0.6% | +100.8% | +59.9% |
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