+413.0%
DIA vs AMBA
+722.2%
-309.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.9% | -2.4% |
| 7D | -1.6% | -14.6% | +13.0% | +0.2% |
| 30D | 0.0% | -18.8% | +18.8% | +2.2% |
| 3M | -4.9% | -32.6% | +27.7% | -0.9% |
| 6M | +5.0% | -25.8% | +30.9% | +6.3% |
| YTD | +8.2% | -22.1% | +30.3% | +8.1% |
| 1Y | +10.3% | -36.2% | +46.5% | +12.4% |
| 3Y | +58.4% | +10.0% | +48.4% | +45.6% |
| 5Y | +54.3% | -71.6% | +125.9% | +58.2% |
| 10Y | +248.6% | -4.7% | +253.3% | +190.2% |
| All | +413.0% | +722.2% | -309.2% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling