+179.5%
DVA vs AMBA
-5.3%
+184.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | +2.2% | -6.4% | +8.6% | +2.8% |
| 30D | -2.0% | -26.8% | +24.8% | +0.9% |
| 3M | -6.3% | -7.6% | +1.4% | -6.6% |
| 6M | +19.4% | +21.2% | -1.8% | +14.8% |
| YTD | +58.5% | -10.4% | +68.9% | +56.5% |
| 1Y | +33.9% | -24.4% | +58.3% | +33.7% |
| 3Y | +88.4% | +6.0% | +82.5% | +75.0% |
| 5Y | +39.5% | -53.9% | +93.4% | +35.0% |
| 10Y | +179.5% | -6.2% | +185.6% | +118.0% |
| All | +179.5% | -5.3% | +184.7% | +118.0% |
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