-33.8%
AMBA vs VSXY
+42.7%
-76.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | -0.1% |
| 7D | -6.4% | -6.8% | +0.4% | -4.7% |
| 30D | -26.8% | -20.4% | -6.5% | -22.3% |
| 3M | -7.6% | +2.9% | -10.5% | -9.5% |
| 6M | +21.2% | +67.9% | -46.7% | -0.2% |
| YTD | -10.4% | +44.9% | -55.2% | -23.6% |
| 1Y | -24.4% | +205.9% | -230.3% | -49.7% |
| 3Y | +6.0% | +373.9% | -367.9% | -46.4% |
| 5Y | -53.9% | +23.5% | -77.3% | -65.7% |
| All | -33.8% | +42.7% | -76.5% | -50.7% |
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 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