+65.7%
DIA vs AMBA
-54.5%
+120.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.2% | -11.0% | +10.8% | +1.1% |
| 30D | -1.5% | -23.2% | +21.6% | +1.4% |
| 3M | +3.8% | -12.7% | +16.5% | +3.9% |
| 6M | +10.3% | +11.2% | -0.9% | +6.0% |
| YTD | +12.1% | -11.2% | +23.3% | +10.4% |
| 1Y | +18.6% | -22.5% | +41.2% | +17.9% |
| 3Y | +60.6% | -1.3% | +61.9% | +48.4% |
| All | +65.7% | -54.5% | +120.2% | +53.7% |
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