+60.6%
DVA vs AMBA
-25.6%
+86.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +5.7% |
| 7D | +4.7% | -8.1% | +12.8% | +4.6% |
| 30D | +7.8% | -10.8% | +18.6% | +7.7% |
| 3M | -15.5% | -25.9% | +10.4% | -15.5% |
| 6M | +25.0% | -13.9% | +38.9% | +25.2% |
| YTD | +69.6% | -14.0% | +83.6% | +72.7% |
| 1Y | +60.6% | -25.7% | +86.3% | +64.7% |
| All | +60.6% | -25.6% | +86.2% | +64.7% |
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 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