+4.3%
DT vs AMBA
-20.7%
+25.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | -3.3% | -11.0% | +7.7% | -3.1% |
| 30D | +2.0% | -23.2% | +25.2% | +2.5% |
| 3M | +20.0% | -12.7% | +32.7% | +20.1% |
| 6M | +39.3% | +11.2% | +28.1% | +34.1% |
| YTD | +19.8% | -11.2% | +31.0% | +16.6% |
| 1Y | +4.3% | -22.5% | +26.8% | +1.6% |
| All | +4.3% | -20.7% | +25.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling