-36.6%
DT vs AMBA
-69.7%
+33.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +3.1% | +2.7% | +0.4% | +2.5% |
| 30D | -29.5% | -2.2% | -27.4% | -29.2% |
| 3M | -11.7% | -26.6% | +14.9% | -6.2% |
| 6M | +29.0% | -26.8% | +55.8% | +31.6% |
| YTD | +3.4% | -15.1% | +18.5% | -0.4% |
| 1Y | -4.2% | -32.3% | +28.0% | -2.7% |
| 3Y | -12.8% | +19.8% | -32.6% | -32.5% |
| All | -36.6% | -69.7% | +33.1% | -36.0% |
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