+21.8%
DHI vs AMBA
+5.1%
+16.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -2.0% | -6.4% | +4.4% | -1.5% |
| 30D | -8.3% | -26.8% | +18.5% | -6.0% |
| 3M | -3.7% | -7.6% | +3.9% | -4.3% |
| 6M | -5.4% | +21.2% | -26.6% | -9.7% |
| YTD | -3.0% | -10.4% | +7.4% | -4.6% |
| 1Y | -23.8% | -24.4% | +0.6% | -24.3% |
| 3Y | +21.8% | +6.0% | +15.8% | +10.9% |
| All | +21.8% | +5.1% | +16.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling