+4.7%
AMBA vs VO
+202.1%
-197.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +1.5% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -3.6% | +2.0% | -5.6% | -6.3% |
| 3M | -24.6% | -0.3% | -24.3% | -23.9% |
| 6M | -21.6% | +7.3% | -28.9% | -29.2% |
| YTD | -11.8% | +15.0% | -26.8% | -28.0% |
| 1Y | -33.2% | +14.7% | -47.9% | -45.2% |
| 3Y | +24.5% | +67.3% | -42.8% | -39.3% |
| 5Y | -67.7% | +38.8% | -106.5% | -77.4% |
| 10Y | +4.7% | +201.6% | -196.8% | -69.5% |
| All | +4.7% | +202.1% | -197.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling