+147.9%
DUK vs AMBA
+7.2%
+140.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -1.8% |
| 7D | +0.3% | -7.2% | +7.5% | +0.4% |
| 30D | +10.6% | -10.4% | +21.0% | +10.8% |
| 3M | +4.0% | -30.1% | +34.2% | +4.5% |
| 6M | +3.6% | -22.4% | +26.0% | +3.6% |
| YTD | +11.9% | -17.3% | +29.2% | +11.6% |
| 1Y | +6.7% | -35.4% | +42.1% | +7.0% |
| 3Y | +59.4% | +18.6% | +40.8% | +54.4% |
| 5Y | +52.4% | -69.8% | +122.2% | +53.7% |
| All | +147.9% | +7.2% | +140.8% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling