+31.9%
DIS vs AMBA
-0.9%
+32.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.9% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | +9.2% | -2.2% | +11.3% | +9.3% |
| 3M | +13.5% | -26.6% | +40.2% | +18.3% |
| 6M | +14.3% | -26.8% | +41.1% | +15.9% |
| YTD | +5.4% | -15.1% | +20.5% | +3.0% |
| 1Y | +12.2% | -32.3% | +44.4% | +13.4% |
| 3Y | +37.2% | +19.8% | +17.4% | +18.2% |
| 5Y | -23.1% | -69.2% | +46.1% | -22.2% |
| All | +31.9% | -0.9% | +32.8% | -1.3% |
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 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