-31.2%
DIS vs AMBA
-72.1%
+40.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +8.0% | -0.1% |
| 7D | +5.7% | -14.6% | +20.3% | +8.1% |
| 30D | +12.7% | -18.8% | +31.5% | +15.8% |
| 3M | +15.2% | -32.6% | +47.8% | +21.4% |
| 6M | +17.6% | -25.8% | +43.4% | +18.4% |
| YTD | +3.8% | -22.1% | +25.9% | +2.6% |
| 1Y | +6.8% | -36.2% | +43.0% | +8.8% |
| 3Y | +42.1% | +10.0% | +32.1% | +21.4% |
| 5Y | -31.2% | -71.6% | +40.4% | -35.2% |
| All | -31.2% | -72.1% | +40.9% | -35.2% |
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