+137.5%
DTE vs AMBA
-5.3%
+142.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | +0.9% | -6.4% | +7.3% | +1.2% |
| 30D | -1.9% | -26.8% | +25.0% | -0.3% |
| 3M | -3.3% | -7.6% | +4.3% | -3.6% |
| 6M | -7.1% | +21.2% | -28.3% | -9.5% |
| YTD | +8.1% | -10.4% | +18.5% | +7.2% |
| 1Y | +5.3% | -24.4% | +29.7% | +5.0% |
| 3Y | +48.2% | +6.0% | +42.2% | +41.0% |
| 5Y | +33.2% | -53.9% | +87.1% | +29.5% |
| 10Y | +137.5% | -6.2% | +143.7% | +101.7% |
| All | +137.5% | -5.3% | +142.8% | +101.7% |
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