+56.1%
DVN vs AMBA
+0.6%
+55.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.4% |
| 7D | +7.8% | +10.7% | -2.9% | +5.3% |
| 30D | -7.9% | -5.0% | -2.9% | -7.1% |
| 3M | +3.7% | -26.9% | +30.6% | +10.2% |
| 6M | +0.2% | -21.9% | +22.1% | +0.2% |
| YTD | +28.6% | -13.8% | +42.4% | +23.2% |
| 1Y | +34.6% | -36.1% | +70.7% | +37.9% |
| 3Y | +11.8% | +21.6% | -9.8% | -11.6% |
| 5Y | +37.6% | -68.8% | +106.3% | +44.1% |
| All | +56.1% | +0.6% | +55.5% | -10.7% |
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