+35.7%
DVA vs AMBA
-20.7%
+56.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +1.8% | -11.0% | +12.8% | +1.9% |
| 30D | -2.5% | -23.2% | +20.7% | -2.3% |
| 3M | -4.3% | -12.7% | +8.5% | -4.3% |
| 6M | +18.9% | +11.2% | +7.7% | +18.9% |
| YTD | +61.9% | -11.2% | +73.2% | +63.7% |
| 1Y | +35.7% | -22.5% | +58.3% | +37.5% |
| All | +35.7% | -20.7% | +56.4% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling