+167.6%
DIS vs AMBA
+807.9%
-640.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +9.1% | -8.1% | +17.2% | +10.3% |
| 30D | +14.8% | -10.8% | +25.6% | +16.3% |
| 3M | +21.2% | -25.9% | +47.1% | +25.4% |
| 6M | +18.3% | -13.9% | +32.2% | +17.0% |
| YTD | +5.4% | -14.0% | +19.4% | +3.5% |
| 1Y | +8.3% | -25.7% | +33.9% | +8.0% |
| 3Y | +44.2% | +21.5% | +22.8% | +28.4% |
| 5Y | -28.0% | -68.9% | +41.0% | -27.3% |
| 10Y | +39.6% | +5.2% | +34.4% | +15.2% |
| All | +167.6% | +807.9% | -640.3% | +88.0% |
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 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