+162.4%
DLR vs AMBA
-0.9%
+163.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -1.0% |
| 7D | -3.6% | -7.2% | +3.6% | -2.7% |
| 30D | -3.5% | -10.4% | +6.9% | -2.3% |
| 3M | -8.9% | -30.1% | +21.2% | -5.2% |
| 6M | -11.6% | -22.4% | +10.9% | -11.1% |
| YTD | +14.9% | -17.3% | +32.3% | +13.7% |
| 1Y | +6.4% | -35.4% | +41.8% | +8.4% |
| 3Y | +47.3% | +18.6% | +28.6% | +33.6% |
| 5Y | +32.8% | -69.8% | +102.6% | +32.5% |
| All | +162.4% | -0.9% | +163.3% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling