+46.4%
DRAM vs AMBA
+21.8%
+24.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.6% |
| 7D | -14.7% | -2.6% | -12.0% | -12.8% |
| 30D | -28.9% | -10.5% | -18.5% | -24.1% |
| 3M | -18.1% | -26.4% | +8.4% | -4.2% |
| 6M | -23.0% | -20.9% | -2.1% | -21.5% |
| All | +46.4% | +21.8% | +24.6% | +20.5% |
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