-35.7%
AMBA vs VSXY
+106.4%
-142.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +3.9% |
| 7D | 0.0% | +15.2% | -15.2% | -3.9% |
| 30D | -8.6% | +37.0% | -45.6% | -16.4% |
| 3M | -29.0% | +15.2% | -44.2% | -32.5% |
| 6M | -19.2% | +136.3% | -155.5% | -39.7% |
| YTD | -13.0% | +109.6% | -122.5% | -33.6% |
| 1Y | -31.3% | +223.7% | -255.0% | -54.7% |
| 3Y | +28.1% | +516.3% | -488.1% | -39.1% |
| 5Y | -69.4% | +125.1% | -194.6% | -79.7% |
| All | -35.7% | +106.4% | -142.1% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling