+937.8%
AMBA vs VCLT
+42.0%
+895.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -11.0% | -0.5% | -10.4% | -10.7% |
| 30D | -23.2% | -0.9% | -22.3% | -22.7% |
| 3M | -12.7% | -3.2% | -9.5% | -10.9% |
| 6M | +11.2% | -3.8% | +15.0% | +14.2% |
| YTD | -11.2% | -2.0% | -9.2% | -10.0% |
| 1Y | -22.5% | -0.8% | -21.7% | -22.2% |
| 3Y | -1.3% | +12.3% | -13.6% | -8.3% |
| 5Y | -54.2% | -15.4% | -38.8% | -52.1% |
| 10Y | -6.1% | +15.7% | -21.9% | -9.8% |
| All | +937.8% | +42.0% | +895.7% | +878.2% |
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 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