+208.2%
DVA vs AMBA
+7.9%
+200.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +2.0% |
| 7D | -4.8% | +2.6% | -7.3% | -5.1% |
| 30D | +0.9% | -3.6% | +4.5% | +1.1% |
| 3M | +2.9% | -24.6% | +27.5% | +5.2% |
| 6M | -7.8% | -21.6% | +13.9% | -7.5% |
| YTD | +61.5% | -11.8% | +73.3% | +59.0% |
| 1Y | +50.1% | -33.2% | +83.3% | +51.8% |
| 3Y | +121.1% | +24.5% | +96.6% | +100.9% |
| 5Y | +72.9% | -67.7% | +140.6% | +75.1% |
| 10Y | +208.2% | +4.7% | +203.5% | +132.9% |
| All | +208.2% | +7.9% | +200.4% | +132.9% |
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