+64.3%
DGX vs AMBA
-53.5%
+117.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -0.3% | -6.4% | +6.1% | 0.0% |
| 30D | -1.2% | -26.8% | +25.7% | +0.1% |
| 3M | +19.9% | -7.6% | +27.5% | +19.7% |
| 6M | +19.2% | +21.2% | -2.0% | +16.8% |
| YTD | +37.5% | -10.4% | +47.9% | +36.6% |
| 1Y | +31.3% | -24.4% | +55.7% | +31.2% |
| 3Y | +96.6% | +6.0% | +90.6% | +88.1% |
| 5Y | +64.3% | -53.9% | +118.2% | +53.4% |
| All | +64.3% | -53.5% | +117.8% | +53.4% |
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