-68.8%
AMBA vs VEU
+48.7%
-117.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -0.5% |
| 7D | +10.7% | +2.4% | +8.3% | +5.6% |
| 30D | -5.0% | -2.0% | -3.0% | -0.6% |
| 3M | -26.9% | -5.1% | -21.8% | -18.1% |
| 6M | -21.9% | -0.7% | -21.2% | -18.7% |
| YTD | -13.8% | +11.0% | -24.8% | -29.8% |
| 1Y | -36.1% | +12.4% | -48.5% | -49.4% |
| 3Y | +21.6% | +69.8% | -48.1% | -58.9% |
| 5Y | -68.8% | +48.2% | -117.0% | -82.1% |
| All | -68.8% | +48.7% | -117.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling