-7.6%
DT vs AMBA
+10.0%
-17.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.4% | +2.9% | -5.5% |
| 7D | -28.3% | -14.6% | -13.8% | -27.0% |
| 30D | -28.4% | -18.8% | -9.6% | -26.7% |
| 3M | -14.1% | -32.6% | +18.5% | -10.4% |
| 6M | +13.2% | -25.8% | +39.0% | +13.7% |
| YTD | +0.8% | -22.1% | +23.0% | -0.5% |
| 1Y | -7.8% | -36.2% | +28.4% | -6.4% |
| All | -7.6% | +10.0% | -17.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling