+187.3%
DVA vs AMBA
+0.6%
+186.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.9% | -4.9% |
| 7D | -10.7% | +10.7% | -21.3% | -11.5% |
| 30D | -4.4% | -5.0% | +0.6% | -4.1% |
| 3M | -4.1% | -26.9% | +22.8% | -1.7% |
| 6M | -13.2% | -21.9% | +8.7% | -12.9% |
| YTD | +53.2% | -13.8% | +67.0% | +51.2% |
| 1Y | +40.8% | -36.1% | +76.9% | +43.1% |
| 3Y | +109.7% | +21.6% | +88.1% | +91.0% |
| 5Y | +64.5% | -68.8% | +133.3% | +67.2% |
| All | +187.3% | +0.6% | +186.6% | +117.0% |
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