+240.9%
DIA vs AMBA
+12.8%
+228.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +1.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +1.4% | -8.6% | +10.0% | +2.5% |
| 3M | -2.7% | -29.0% | +26.3% | +1.4% |
| 6M | +6.2% | -19.2% | +25.4% | +6.3% |
| YTD | +10.1% | -13.0% | +23.1% | +8.2% |
| 1Y | +13.0% | -31.3% | +44.3% | +14.3% |
| 3Y | +61.9% | +28.1% | +33.7% | +42.3% |
| 5Y | +57.1% | -69.4% | +126.5% | +61.0% |
| 10Y | +240.9% | +7.6% | +233.3% | +147.8% |
| All | +240.9% | +12.8% | +228.1% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling