+231.2%
DUK vs AMBA
+837.3%
-606.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | 0.0% | -11.0% | +10.9% | +0.2% |
| 30D | -1.7% | -23.2% | +21.5% | -1.2% |
| 3M | -0.4% | -12.7% | +12.3% | -0.5% |
| 6M | -7.2% | +11.2% | -18.5% | -7.9% |
| YTD | +5.3% | -11.2% | +16.5% | +5.0% |
| 1Y | +3.0% | -22.5% | +25.5% | +2.8% |
| 3Y | +53.1% | -1.3% | +54.4% | +50.2% |
| 5Y | +37.9% | -54.2% | +92.1% | +36.3% |
| 10Y | +124.8% | -6.1% | +130.9% | +108.5% |
| All | +231.2% | +837.3% | -606.1% | +175.6% |
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