+40.5%
DVN vs AMBA
+12.8%
+27.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.7% |
| 7D | -12.8% | 0.0% | -12.8% | -12.9% |
| 30D | -12.1% | -8.6% | -3.6% | -10.6% |
| 3M | -0.7% | -29.0% | +28.3% | +6.0% |
| 6M | -5.8% | -19.2% | +13.4% | -6.5% |
| YTD | +17.9% | -13.0% | +30.9% | +12.8% |
| 1Y | +29.0% | -31.3% | +60.3% | +29.6% |
| 3Y | +6.0% | +28.1% | -22.2% | -17.3% |
| 5Y | +22.1% | -69.4% | +91.6% | +29.0% |
| 10Y | +40.5% | +7.6% | +32.9% | -19.9% |
| All | +40.5% | +12.8% | +27.7% | -19.9% |
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