+58.7%
DRI vs AMBA
-1.0%
+59.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +0.6% | -11.0% | +11.5% | +1.2% |
| 30D | +3.8% | -23.2% | +27.0% | +5.4% |
| 3M | +13.0% | -12.7% | +25.7% | +12.9% |
| 6M | +8.3% | +11.2% | -2.9% | +5.1% |
| YTD | +20.6% | -11.2% | +31.8% | +19.1% |
| 1Y | +6.5% | -22.5% | +29.0% | +5.6% |
| All | +58.7% | -1.0% | +59.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling