+62.5%
DVN vs AMBA
+2.6%
+59.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | -0.7% |
| 7D | -0.1% | +2.5% | -2.6% | -0.7% |
| 30D | +8.0% | -16.1% | +24.1% | +12.0% |
| 3M | +11.9% | +4.6% | +7.3% | +6.9% |
| 6M | +10.6% | +29.2% | -18.5% | -2.1% |
| YTD | +35.4% | -2.9% | +38.2% | +27.2% |
| 1Y | +46.5% | -18.7% | +65.2% | +41.2% |
| 3Y | +3.0% | +14.9% | -11.9% | -16.0% |
| 5Y | +120.5% | -53.0% | +173.5% | +102.8% |
| 10Y | +62.5% | +8.3% | +54.1% | -8.7% |
| All | +62.5% | +2.6% | +59.8% | -8.7% |
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