+338.7%
DRI vs AMBA
+4.3%
+334.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +4.2% | -2.6% | +6.9% | +4.5% |
| 30D | +15.7% | -10.5% | +26.2% | +17.3% |
| 3M | +5.8% | -26.4% | +32.2% | +10.1% |
| 6M | +18.4% | -20.9% | +39.3% | +18.2% |
| YTD | +28.2% | -14.8% | +43.0% | +25.0% |
| 1Y | +35.9% | -36.1% | +72.0% | +38.7% |
| 3Y | +67.7% | +20.2% | +47.5% | +41.8% |
| 5Y | +77.9% | -67.2% | +145.1% | +81.1% |
| 10Y | +338.7% | +5.0% | +333.7% | +199.6% |
| All | +338.7% | +4.3% | +334.4% | +199.6% |
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