+0.1%
DOW vs AMBA
+37.6%
-37.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +5.2% | +2.7% | +2.5% | +4.6% |
| 30D | +13.2% | -2.2% | +15.4% | +13.3% |
| 3M | +10.1% | -26.6% | +36.7% | +15.8% |
| 6M | -13.1% | -26.8% | +13.7% | -11.8% |
| YTD | +46.1% | -15.1% | +61.3% | +41.4% |
| 1Y | +50.0% | -32.3% | +82.3% | +51.7% |
| 3Y | -20.2% | +19.8% | -40.0% | -33.7% |
| 5Y | -27.7% | -69.2% | +41.6% | -24.8% |
| All | +0.1% | +37.6% | -37.5% | -49.6% |
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 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