-24.2%
DIS vs AMBA
-67.9%
+43.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +4.4% | -2.6% | +7.1% | +4.7% |
| 30D | +10.3% | -10.5% | +20.8% | +11.9% |
| 3M | +15.5% | -26.4% | +42.0% | +20.2% |
| 6M | +11.2% | -20.9% | +32.1% | +11.1% |
| YTD | +5.6% | -14.8% | +20.4% | +2.9% |
| 1Y | +7.7% | -36.1% | +43.8% | +10.3% |
| 3Y | +39.3% | +20.2% | +19.1% | +17.1% |
| All | -24.2% | -67.9% | +43.7% | -29.0% |
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