-11.7%
DHR vs AMBA
-68.7%
+57.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.1% |
| 7D | +2.6% | +10.7% | -8.1% | +1.3% |
| 30D | +4.2% | -5.0% | +9.2% | +4.7% |
| 3M | +13.0% | -26.9% | +39.9% | +17.0% |
| 6M | +40.2% | -21.9% | +62.1% | +40.4% |
| YTD | +2.0% | -13.8% | +15.8% | -0.5% |
| 1Y | +6.6% | -36.1% | +42.7% | +8.7% |
| 3Y | +19.9% | +21.6% | -1.7% | +3.3% |
| 5Y | -11.7% | -68.8% | +57.0% | -17.8% |
| All | -11.7% | -68.7% | +57.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling