+2.6%
DTE vs AMBA
-35.5%
+38.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +3.2% | +10.7% | -7.5% | +3.7% |
| 30D | +8.5% | -5.0% | +13.5% | +8.2% |
| 3M | +1.3% | -26.9% | +28.2% | 0.0% |
| 6M | -0.7% | -21.9% | +21.2% | -0.7% |
| YTD | +10.6% | -13.8% | +24.4% | +11.6% |
| 1Y | +2.6% | -36.1% | +38.7% | +3.1% |
| All | +2.6% | -35.5% | +38.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling