+626.8%
DRI vs AMBA
+722.2%
-95.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | +0.4% |
| 7D | +3.7% | -14.6% | +18.3% | +5.7% |
| 30D | +13.5% | -18.8% | +32.3% | +16.2% |
| 3M | +10.4% | -32.6% | +43.0% | +15.4% |
| 6M | +19.5% | -25.8% | +45.3% | +20.4% |
| YTD | +28.2% | -22.1% | +50.3% | +27.2% |
| 1Y | +31.0% | -36.2% | +67.2% | +33.0% |
| 3Y | +67.1% | +10.0% | +57.1% | +48.9% |
| 5Y | +74.7% | -71.6% | +146.2% | +79.6% |
| 10Y | +376.2% | -4.7% | +380.9% | +285.3% |
| All | +626.8% | +722.2% | -95.4% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling