+334.3%
DTE vs AMBA
+799.6%
-465.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.6% |
| 7D | +3.5% | -2.6% | +6.2% | +3.6% |
| 30D | +9.5% | -10.5% | +20.0% | +10.0% |
| 3M | +2.5% | -26.4% | +29.0% | +3.7% |
| 6M | +0.6% | -20.9% | +21.4% | +0.6% |
| YTD | +10.5% | -14.8% | +25.3% | +9.8% |
| 1Y | +3.3% | -36.1% | +39.4% | +4.1% |
| 3Y | +56.3% | +20.2% | +36.0% | +49.1% |
| 5Y | +44.9% | -67.2% | +112.2% | +44.9% |
| 10Y | +149.2% | +5.0% | +144.2% | +123.5% |
| All | +334.3% | +799.6% | -465.2% | +253.6% |
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