+163.7%
DIS vs AMBA
+722.2%
-558.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +8.0% | -0.2% |
| 7D | +5.7% | -14.6% | +20.3% | +7.8% |
| 30D | +12.7% | -18.8% | +31.5% | +15.5% |
| 3M | +15.2% | -32.6% | +47.8% | +20.7% |
| 6M | +17.6% | -25.8% | +43.4% | +18.6% |
| YTD | +3.8% | -22.1% | +25.9% | +3.2% |
| 1Y | +6.8% | -36.2% | +43.0% | +8.8% |
| 3Y | +42.1% | +10.0% | +32.1% | +28.2% |
| 5Y | -31.2% | -71.6% | +40.4% | -29.7% |
| 10Y | +37.6% | -4.7% | +42.3% | +15.0% |
| All | +163.7% | +722.2% | -558.5% | +87.6% |
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