+698.9%
DHI vs AMBA
+837.3%
-138.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -3.1% | -11.0% | +7.8% | -1.4% |
| 30D | -5.5% | -23.2% | +17.7% | -1.6% |
| 3M | -2.2% | -12.7% | +10.5% | -2.3% |
| 6M | -6.0% | +11.2% | -17.2% | -10.8% |
| YTD | 0.0% | -11.2% | +11.2% | -2.1% |
| 1Y | -18.2% | -22.5% | +4.3% | -19.2% |
| 3Y | +22.5% | -1.3% | +23.9% | +10.3% |
| 5Y | +58.4% | -54.2% | +112.5% | +52.5% |
| 10Y | +405.2% | -6.1% | +411.3% | +295.4% |
| All | +698.9% | +837.3% | -138.3% | +286.3% |
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