+866.2%
AMBA vs VCLT
+41.2%
+825.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | -7.2% | +0.3% | -7.5% | -7.4% |
| 30D | -10.4% | +3.7% | -14.0% | -12.6% |
| 3M | -30.1% | -1.0% | -29.2% | -29.7% |
| 6M | -22.4% | -3.4% | -19.1% | -20.8% |
| YTD | -17.3% | -2.6% | -14.7% | -15.9% |
| 1Y | -35.4% | -3.3% | -32.1% | -34.0% |
| 3Y | +18.6% | +17.3% | +1.3% | +7.3% |
| 5Y | -69.8% | -17.0% | -52.8% | -68.2% |
| 10Y | +1.1% | +18.1% | -17.0% | -2.7% |
| All | +866.2% | +41.2% | +825.0% | +813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling