+372.1%
DLR vs AMBA
+807.9%
-435.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.8% |
| 7D | +2.8% | -8.1% | +10.9% | +3.8% |
| 30D | +2.8% | -10.8% | +13.5% | +4.0% |
| 3M | -4.0% | -25.9% | +21.9% | -1.1% |
| 6M | -5.6% | -13.9% | +8.3% | -6.2% |
| YTD | +21.9% | -14.0% | +36.0% | +20.5% |
| 1Y | +13.0% | -25.7% | +38.7% | +13.1% |
| 3Y | +52.2% | +21.5% | +30.8% | +40.1% |
| 5Y | +40.3% | -68.9% | +109.3% | +40.8% |
| 10Y | +186.1% | +5.2% | +180.9% | +144.2% |
| All | +372.1% | +807.9% | -435.8% | +248.3% |
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