+22.1%
DVN vs AMBA
+837.3%
-815.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +1.5% | -11.0% | +12.5% | +3.8% |
| 30D | +14.2% | -23.2% | +37.3% | +19.9% |
| 3M | +5.2% | -12.7% | +18.0% | +4.9% |
| 6M | +11.9% | +11.2% | +0.7% | +3.9% |
| YTD | +32.8% | -11.2% | +44.0% | +28.4% |
| 1Y | +38.6% | -22.5% | +61.1% | +35.7% |
| 3Y | +0.5% | -1.3% | +1.8% | -12.0% |
| 5Y | +111.0% | -54.2% | +165.2% | +98.8% |
| 10Y | +56.1% | -6.1% | +62.3% | +13.1% |
| All | +22.1% | +837.3% | -815.1% | -38.0% |
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