+145.1%
DTE vs AMBA
+12.8%
+132.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +2.2% |
| 7D | +1.8% | 0.0% | +1.9% | +1.8% |
| 30D | +9.0% | -8.6% | +17.6% | +9.4% |
| 3M | -0.2% | -29.0% | +28.8% | +1.4% |
| 6M | +0.1% | -19.2% | +19.3% | 0.0% |
| YTD | +10.0% | -13.0% | +23.0% | +9.0% |
| 1Y | +4.7% | -31.3% | +35.9% | +5.1% |
| 3Y | +55.7% | +28.1% | +27.5% | +45.8% |
| 5Y | +45.1% | -69.4% | +114.6% | +46.8% |
| 10Y | +145.1% | +7.6% | +137.5% | +104.2% |
| All | +145.1% | +12.8% | +132.3% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling