+49.2%
DVA vs AMBA
-34.6%
+83.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.4% |
| 7D | -1.6% | -2.6% | +1.1% | -1.6% |
| 30D | 0.0% | -10.5% | +10.5% | 0.0% |
| 3M | -2.4% | -26.4% | +24.0% | -2.3% |
| 6M | -9.8% | -20.9% | +11.1% | -9.7% |
| YTD | +57.8% | -14.8% | +72.6% | +60.8% |
| 1Y | +49.2% | -36.1% | +85.3% | +55.3% |
| All | +49.2% | -34.6% | +83.8% | +55.3% |
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