-25.7%
AMBA vs VSXY
+210.1%
-235.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.4% | -10.1% | -3.0% |
| 7D | -8.1% | +14.2% | -22.3% | -10.0% |
| 30D | -10.8% | +21.9% | -32.6% | -13.6% |
| 3M | -25.9% | +22.1% | -48.0% | -28.6% |
| 6M | -13.9% | +116.7% | -130.5% | -26.4% |
| YTD | -14.0% | +101.1% | -115.1% | -25.3% |
| 1Y | -25.7% | +208.0% | -233.7% | -35.7% |
| All | -25.7% | +210.1% | -235.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling