+82.3%
DT vs AMBA
+20.6%
+61.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -7.5% | -2.6% | -4.9% | -7.0% |
| 30D | -31.5% | -10.5% | -21.0% | -29.7% |
| 3M | -14.0% | -26.4% | +12.4% | -7.8% |
| 6M | +6.9% | -20.9% | +27.7% | +6.6% |
| YTD | +0.3% | -14.8% | +15.1% | -3.8% |
| 1Y | -6.9% | -36.1% | +29.2% | -3.8% |
| 3Y | -13.9% | +20.2% | -34.1% | -34.2% |
| 5Y | -39.9% | -67.2% | +27.3% | -36.4% |
| All | +82.3% | +20.6% | +61.7% | +3.5% |
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