+74.7%
DRI vs AMBA
-72.1%
+146.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | +0.1% |
| 7D | +3.7% | -14.6% | +18.3% | +5.4% |
| 30D | +13.5% | -18.8% | +32.3% | +15.7% |
| 3M | +10.4% | -32.6% | +43.0% | +14.6% |
| 6M | +19.5% | -25.8% | +45.3% | +20.0% |
| YTD | +28.2% | -22.1% | +50.3% | +26.9% |
| 1Y | +31.0% | -36.2% | +67.2% | +32.7% |
| 3Y | +67.1% | +10.0% | +57.1% | +46.5% |
| 5Y | +74.7% | -71.6% | +146.2% | +71.8% |
| All | +74.7% | -72.1% | +146.8% | +71.8% |
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