+5.0%
AMBA vs VCLT
+20.7%
-15.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.3% |
| 7D | -2.6% | +0.2% | -2.9% | -2.8% |
| 30D | -10.5% | +2.3% | -12.8% | -12.1% |
| 3M | -26.4% | -1.1% | -25.4% | -25.9% |
| 6M | -20.9% | -4.2% | -16.7% | -18.4% |
| YTD | -14.8% | -3.4% | -11.4% | -12.6% |
| 1Y | -36.1% | -3.8% | -32.3% | -34.2% |
| 3Y | +20.2% | +14.7% | +5.5% | +8.3% |
| 5Y | -67.2% | -16.7% | -50.6% | -64.9% |
| 10Y | +5.0% | +20.5% | -15.5% | +1.4% |
| All | +5.0% | +20.7% | -15.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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