-25.8%
DPZ vs AMBA
-72.1%
+46.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +1.1% |
| 7D | +9.5% | -14.6% | +24.1% | +10.9% |
| 30D | +12.8% | -18.8% | +31.6% | +14.6% |
| 3M | -6.2% | -32.6% | +26.4% | -3.3% |
| 6M | +4.3% | -25.8% | +30.1% | +4.4% |
| YTD | -16.6% | -22.1% | +5.5% | -17.6% |
| 1Y | -12.8% | -36.2% | +23.4% | -12.1% |
| 3Y | -0.8% | +10.0% | -10.8% | -11.7% |
| 5Y | -25.8% | -71.6% | +45.8% | -27.0% |
| All | -25.8% | -72.1% | +46.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling