+34.4%
DTE vs AMBA
-54.5%
+88.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +0.2% | -11.0% | +11.1% | +0.4% |
| 30D | -2.6% | -23.2% | +20.6% | -2.0% |
| 3M | -3.9% | -12.7% | +8.8% | -3.9% |
| 6M | -7.9% | +11.2% | -19.1% | -9.0% |
| YTD | +7.2% | -11.2% | +18.4% | +6.7% |
| 1Y | +3.1% | -22.5% | +25.6% | +2.9% |
| 3Y | +47.6% | -1.3% | +48.9% | +43.2% |
| All | +34.4% | -54.5% | +88.9% | +27.9% |
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