+235.3%
DIA vs AMBA
+0.6%
+234.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.6% | +10.7% | -9.1% | +0.2% |
| 30D | +1.2% | -5.0% | +6.3% | +1.8% |
| 3M | -2.4% | -26.9% | +24.5% | +1.3% |
| 6M | +5.7% | -21.9% | +27.6% | +6.3% |
| YTD | +9.9% | -13.8% | +23.7% | +8.1% |
| 1Y | +9.8% | -36.1% | +45.9% | +12.3% |
| 3Y | +59.8% | +21.6% | +38.1% | +41.6% |
| 5Y | +57.7% | -68.8% | +126.4% | +61.1% |
| All | +235.3% | +0.6% | +234.6% | +144.1% |
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