+711.2%
DHI vs AMBA
+810.0%
-98.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -8.0% | +10.7% | -18.7% | -9.6% |
| 30D | +7.0% | -5.0% | +12.0% | +7.5% |
| 3M | -0.6% | -26.9% | +26.3% | +3.7% |
| 6M | +1.5% | -21.9% | +23.4% | +1.8% |
| YTD | +1.5% | -13.8% | +15.3% | -0.8% |
| 1Y | +0.4% | -36.1% | +36.5% | +2.6% |
| 3Y | +21.9% | +21.6% | +0.2% | +4.9% |
| 5Y | +56.1% | -68.8% | +124.9% | +59.8% |
| 10Y | +493.3% | +2.3% | +490.9% | +356.7% |
| All | +711.2% | +810.0% | -98.8% | +291.5% |
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