+252.9%
DUK vs AMBA
+818.6%
-565.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | +0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +9.8% | -8.6% | +18.4% | +9.9% |
| 3M | +3.5% | -29.0% | +32.5% | +4.0% |
| 6M | +5.0% | -19.2% | +24.2% | +4.9% |
| YTD | +12.2% | -13.0% | +25.1% | +11.8% |
| 1Y | +7.2% | -31.3% | +38.5% | +7.4% |
| 3Y | +63.0% | +28.1% | +34.9% | +58.3% |
| 5Y | +52.3% | -69.4% | +121.8% | +53.1% |
| 10Y | +148.5% | +7.6% | +140.9% | +129.6% |
| All | +252.9% | +818.6% | -565.8% | +193.6% |
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