+7.9%
DVN vs AMBA
+772.6%
-764.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -2.8% |
| 7D | -19.1% | -7.2% | -11.8% | -17.9% |
| 30D | -11.8% | -10.4% | -1.5% | -10.2% |
| 3M | -1.5% | -30.1% | +28.7% | +4.8% |
| 6M | -8.2% | -22.4% | +14.2% | -7.9% |
| YTD | +17.4% | -17.3% | +34.8% | +14.4% |
| 1Y | +33.5% | -35.4% | +68.9% | +35.9% |
| 3Y | -0.3% | +18.6% | -18.9% | -16.8% |
| 5Y | +22.7% | -69.8% | +92.5% | +27.3% |
| 10Y | +51.8% | +1.1% | +50.7% | +9.0% |
| All | +7.9% | +772.6% | -764.6% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling