-43.0%
DT vs AMBA
-70.4%
+27.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.9% |
| 7D | -24.7% | -7.2% | -17.5% | -23.5% |
| 30D | -27.4% | -10.4% | -17.0% | -25.7% |
| 3M | -11.1% | -30.1% | +19.0% | -4.6% |
| 6M | +13.7% | -22.4% | +36.1% | +13.9% |
| YTD | +0.2% | -17.3% | +17.6% | -2.8% |
| 1Y | -5.7% | -35.4% | +29.7% | -3.2% |
| 3Y | -8.1% | +18.6% | -26.7% | -29.0% |
| All | -43.0% | -70.4% | +27.5% | -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