+393.6%
DGX vs AMBA
+837.3%
-443.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.3% | -11.0% | +8.6% | -1.5% |
| 30D | +0.6% | -23.2% | +23.7% | +2.4% |
| 3M | +21.4% | -12.7% | +34.1% | +21.5% |
| 6M | +14.7% | +11.2% | +3.5% | +12.1% |
| YTD | +38.4% | -11.2% | +49.7% | +37.2% |
| 1Y | +34.0% | -22.5% | +56.5% | +33.5% |
| 3Y | +92.7% | -1.3% | +94.0% | +83.4% |
| 5Y | +67.7% | -54.2% | +121.9% | +63.3% |
| 10Y | +248.0% | -6.1% | +254.1% | +196.7% |
| All | +393.6% | +837.3% | -443.7% | +242.8% |
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