+565.5%
DOV vs AMBA
+837.3%
-271.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -2.7% | -11.0% | +8.3% | -0.9% |
| 30D | -8.1% | -23.2% | +15.1% | -4.3% |
| 3M | -9.4% | -12.7% | +3.3% | -9.3% |
| 6M | -12.6% | +11.2% | -23.8% | -16.8% |
| YTD | -0.5% | -11.2% | +10.7% | -2.2% |
| 1Y | +9.2% | -22.5% | +31.8% | +8.7% |
| 3Y | +34.1% | -1.3% | +35.4% | +23.1% |
| 5Y | +17.3% | -54.2% | +71.4% | +13.7% |
| 10Y | +284.9% | -6.1% | +291.0% | +205.7% |
| All | +565.5% | +837.3% | -271.8% | +273.1% |
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