+322.1%
DTE vs AMBA
+772.6%
-450.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -6.0% | -0.1% |
| 7D | -0.3% | -7.2% | +6.9% | 0.0% |
| 30D | +6.2% | -10.4% | +16.5% | +6.6% |
| 3M | -2.6% | -30.1% | +27.5% | -1.3% |
| 6M | -3.5% | -22.4% | +18.9% | -3.4% |
| YTD | +7.4% | -17.3% | +24.7% | +6.8% |
| 1Y | +4.2% | -35.4% | +39.6% | +4.9% |
| 3Y | +51.7% | +18.6% | +33.1% | +44.8% |
| 5Y | +39.7% | -69.8% | +109.5% | +40.2% |
| 10Y | +137.5% | +1.1% | +136.3% | +113.4% |
| All | +322.1% | +772.6% | -450.5% | +244.2% |
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