+321.4%
DTE vs AMBA
+837.3%
-515.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +0.2% | -11.0% | +11.1% | +0.7% |
| 30D | -2.6% | -23.2% | +20.6% | -1.5% |
| 3M | -3.9% | -12.7% | +8.8% | -3.9% |
| 6M | -7.9% | +11.2% | -19.1% | -9.4% |
| YTD | +7.2% | -11.2% | +18.4% | +6.5% |
| 1Y | +3.1% | -22.5% | +25.6% | +2.8% |
| 3Y | +47.6% | -1.3% | +48.9% | +42.6% |
| 5Y | +32.7% | -54.2% | +86.9% | +30.1% |
| 10Y | +138.8% | -6.1% | +144.9% | +114.9% |
| All | +321.4% | +837.3% | -515.9% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling