+4.7%
AMBA vs VLTO
+54.1%
-49.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.2% |
| 7D | -14.6% | +12.0% | -26.6% | -19.3% |
| 30D | -18.8% | +20.8% | -39.6% | -26.5% |
| 3M | -32.6% | +20.1% | -52.7% | -38.9% |
| 6M | -25.8% | +32.6% | -58.4% | -38.0% |
| YTD | -22.1% | +17.3% | -39.4% | -28.9% |
| 1Y | -36.2% | +17.3% | -53.5% | -41.8% |
| 3Y | +10.0% | +66.9% | -56.9% | -18.2% |
| All | +4.7% | +54.1% | -49.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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