-42.2%
DT vs AMBA
-69.7%
+27.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.1% |
| 7D | -20.2% | 0.0% | -20.2% | -20.3% |
| 30D | -30.8% | -8.6% | -22.2% | -29.5% |
| 3M | -10.2% | -29.0% | +18.8% | -3.9% |
| 6M | +8.0% | -19.2% | +27.2% | +7.3% |
| YTD | +1.5% | -13.0% | +14.4% | -2.8% |
| 1Y | -6.9% | -31.3% | +24.4% | -5.8% |
| 3Y | -10.9% | +28.1% | -39.1% | -32.5% |
| 5Y | -42.2% | -69.4% | +27.3% | -41.0% |
| All | -42.2% | -69.7% | +27.6% | -41.0% |
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