-26.7%
DT vs AMBA
-54.5%
+27.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -3.3% | -11.0% | +7.7% | -0.9% |
| 30D | +2.0% | -23.2% | +25.2% | +7.8% |
| 3M | +20.0% | -12.7% | +32.7% | +19.7% |
| 6M | +39.3% | +11.2% | +28.1% | +27.1% |
| YTD | +19.8% | -11.2% | +31.0% | +14.9% |
| 1Y | +4.3% | -22.5% | +26.8% | +1.7% |
| 3Y | +7.7% | -1.3% | +9.0% | -9.9% |
| All | -26.7% | -54.5% | +27.9% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling