+64.0%
DVA vs AMBA
-69.7%
+133.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -8.8% | +2.7% | -11.5% | -8.9% |
| 30D | -3.4% | -2.2% | -1.2% | -3.4% |
| 3M | -2.6% | -26.6% | +24.1% | -0.8% |
| 6M | -11.9% | -26.8% | +14.9% | -11.2% |
| YTD | +53.6% | -15.1% | +68.8% | +52.3% |
| 1Y | +41.9% | -32.3% | +74.1% | +43.2% |
| 3Y | +97.5% | +19.8% | +77.7% | +82.6% |
| All | +64.0% | -69.7% | +133.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling