-31.9%
DG vs AMBA
-72.1%
+40.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.9% | -2.4% |
| 7D | +6.1% | -14.6% | +20.7% | +6.3% |
| 30D | +11.9% | -18.8% | +30.7% | +12.2% |
| 3M | +9.3% | -32.6% | +41.8% | +9.9% |
| 6M | +19.1% | -25.8% | +44.9% | +19.0% |
| YTD | +5.9% | -22.1% | +28.1% | +5.5% |
| 1Y | +39.8% | -36.2% | +76.0% | +39.8% |
| 3Y | +23.4% | +10.0% | +13.4% | +17.3% |
| All | -31.9% | -72.1% | +40.3% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling