+207.8%
DG vs AMBA
+837.3%
-629.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +8.4% | -11.0% | +19.4% | +9.0% |
| 30D | +4.9% | -23.2% | +28.1% | +6.3% |
| 3M | +29.3% | -12.7% | +42.1% | +29.3% |
| 6M | -11.3% | +11.2% | -22.5% | -12.9% |
| YTD | +1.8% | -11.2% | +13.0% | +1.0% |
| 1Y | +25.3% | -22.5% | +47.9% | +24.7% |
| 3Y | +9.1% | -1.3% | +10.4% | +4.5% |
| 5Y | -34.9% | -54.2% | +19.3% | -36.5% |
| 10Y | +108.2% | -6.1% | +114.3% | +82.4% |
| All | +207.8% | +837.3% | -629.4% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling