+603.3%
DOV vs AMBA
+772.6%
-169.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -0.3% |
| 7D | -1.9% | -7.2% | +5.4% | -0.8% |
| 30D | +8.3% | -10.4% | +18.6% | +9.9% |
| 3M | -3.1% | -30.1% | +27.1% | +2.0% |
| 6M | -9.8% | -22.4% | +12.6% | -9.1% |
| YTD | +5.2% | -17.3% | +22.5% | +4.1% |
| 1Y | +15.3% | -35.4% | +50.7% | +18.2% |
| 3Y | +58.8% | +18.6% | +40.1% | +41.0% |
| 5Y | +26.6% | -69.8% | +96.4% | +30.6% |
| 10Y | +351.6% | +1.1% | +350.5% | +255.9% |
| All | +603.3% | +772.6% | -169.3% | +297.0% |
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