+240.2%
DIA vs AMBA
-0.9%
+241.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.2% |
| 7D | -0.9% | -7.2% | +6.3% | 0.0% |
| 30D | +0.3% | -10.4% | +10.6% | +1.5% |
| 3M | -4.5% | -30.1% | +25.6% | -0.3% |
| 6M | +3.4% | -22.4% | +25.8% | +4.0% |
| YTD | +7.8% | -17.3% | +25.1% | +6.6% |
| 1Y | +10.7% | -35.4% | +46.1% | +13.0% |
| 3Y | +57.5% | +18.6% | +38.9% | +40.0% |
| 5Y | +53.7% | -69.8% | +123.5% | +57.6% |
| All | +240.2% | -0.9% | +241.1% | +149.4% |
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