+237.1%
DIA vs AMBA
+7.9%
+229.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | +1.3% | -3.6% | +4.9% | +1.6% |
| 3M | -2.1% | -24.6% | +22.5% | +1.2% |
| 6M | +6.2% | -21.6% | +27.8% | +6.8% |
| YTD | +10.3% | -11.8% | +22.1% | +8.2% |
| 1Y | +11.0% | -33.2% | +44.2% | +12.8% |
| 3Y | +60.4% | +24.5% | +35.9% | +41.7% |
| 5Y | +59.1% | -67.7% | +126.7% | +61.8% |
| 10Y | +237.1% | +4.7% | +232.3% | +144.5% |
| All | +237.1% | +7.9% | +229.2% | +144.5% |
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