+82.1%
DT vs AMBA
+17.0%
+65.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -2.2% |
| 7D | -24.7% | -7.2% | -17.5% | -23.3% |
| 30D | -27.4% | -10.4% | -17.0% | -25.5% |
| 3M | -11.1% | -30.1% | +19.0% | -3.5% |
| 6M | +13.7% | -22.4% | +36.1% | +13.9% |
| YTD | +0.2% | -17.3% | +17.6% | -3.1% |
| 1Y | -5.7% | -35.4% | +29.7% | -3.0% |
| 3Y | -8.1% | +18.6% | -26.7% | -29.6% |
| 5Y | -43.1% | -69.8% | +26.7% | -38.2% |
| All | +82.1% | +17.0% | +65.1% | +4.2% |
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