-8.2%
DVN vs AMBA
-23.1%
+14.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -1.4% |
| 7D | -19.1% | -7.2% | -11.8% | -19.2% |
| 30D | -11.8% | -10.4% | -1.5% | -12.1% |
| 3M | -1.5% | -30.1% | +28.7% | -2.9% |
| 6M | -8.2% | -22.4% | +14.2% | -8.7% |
| All | -8.2% | -23.1% | +14.9% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling