+18.6%
AMBA vs VCLT
+16.2%
+2.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | -7.2% | +0.3% | -7.5% | -7.5% |
| 30D | -10.4% | +3.7% | -14.0% | -13.5% |
| 3M | -30.1% | -1.5% | -28.7% | -29.2% |
| 6M | -22.4% | -3.8% | -18.6% | -19.6% |
| YTD | -17.3% | -3.1% | -14.2% | -15.0% |
| 1Y | -35.4% | -3.8% | -31.6% | -33.1% |
| 3Y | +18.6% | +16.7% | +1.9% | +0.2% |
| All | +18.6% | +16.2% | +2.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling