+7.6%
AMBA vs VCLT
+20.2%
-12.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.1% |
| 7D | 0.0% | +1.2% | -1.3% | -1.0% |
| 30D | -8.6% | +3.4% | -12.0% | -11.0% |
| 3M | -29.0% | -0.9% | -28.1% | -28.6% |
| 6M | -19.2% | -3.1% | -16.1% | -17.3% |
| YTD | -13.0% | -2.4% | -10.6% | -11.4% |
| 1Y | -31.3% | -2.7% | -28.6% | -29.9% |
| 3Y | +28.1% | +16.9% | +11.3% | +13.8% |
| 5Y | -69.4% | -17.0% | -52.5% | -67.3% |
| 10Y | +7.6% | +22.1% | -14.5% | +3.1% |
| All | +7.6% | +20.2% | -12.6% | +3.1% |
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