+717.4%
DHI vs AMBA
+796.0%
-78.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -4.1% | +2.7% | -6.8% | -4.5% |
| 30D | +9.3% | -2.2% | +11.5% | +9.3% |
| 3M | -2.6% | -26.6% | +24.1% | +1.6% |
| 6M | +4.1% | -26.8% | +30.9% | +5.6% |
| YTD | +2.3% | -15.1% | +17.4% | +0.2% |
| 1Y | +2.7% | -32.3% | +35.0% | +3.9% |
| 3Y | +23.2% | +19.8% | +3.4% | +6.3% |
| 5Y | +57.3% | -69.2% | +126.6% | +61.4% |
| 10Y | +497.8% | +0.8% | +497.0% | +361.2% |
| All | +717.4% | +796.0% | -78.6% | +295.4% |
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 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