-41.1%
DIS vs AMBA
-54.5%
+13.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -2.6% | -11.0% | +8.4% | -0.9% |
| 30D | +3.5% | -23.2% | +26.7% | +7.6% |
| 3M | +6.8% | -12.7% | +19.5% | +6.5% |
| 6M | +3.0% | +11.2% | -8.2% | -3.0% |
| YTD | -6.7% | -11.2% | +4.5% | -9.1% |
| 1Y | -10.1% | -22.5% | +12.5% | -11.3% |
| 3Y | +33.0% | -1.3% | +34.4% | +18.0% |
| All | -41.1% | -54.5% | +13.4% | -47.5% |
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 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