-32.2%
DG vs AMBA
-69.1%
+37.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.5% |
| 7D | +5.2% | -2.7% | +7.9% | +5.2% |
| 30D | +7.9% | -10.5% | +18.4% | +8.1% |
| 3M | +12.7% | -26.4% | +39.2% | +13.2% |
| 6M | +22.4% | -20.9% | +43.3% | +22.3% |
| YTD | +5.4% | -14.8% | +20.2% | +4.8% |
| 1Y | +39.4% | -36.1% | +75.5% | +39.7% |
| 3Y | +24.1% | +20.2% | +3.9% | +17.9% |
| 5Y | -32.2% | -67.2% | +35.1% | -34.5% |
| All | -32.2% | -69.1% | +37.0% | -34.5% |
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 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