+5.3%
DTE vs AMBA
-24.5%
+29.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.9% |
| 7D | +0.9% | -6.4% | +7.3% | +0.6% |
| 30D | -1.9% | -26.8% | +25.0% | -3.1% |
| 3M | -3.3% | -7.6% | +4.3% | -3.3% |
| 6M | -7.1% | +21.2% | -28.3% | -6.7% |
| YTD | +8.1% | -10.4% | +18.5% | +8.8% |
| 1Y | +5.3% | -24.4% | +29.7% | +6.4% |
| All | +5.3% | -24.5% | +29.8% | +6.4% |
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