-36.3%
AMBA vs VSXY
+90.2%
-126.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.0% |
| 7D | +10.7% | -1.6% | +12.3% | +11.2% |
| 30D | -5.0% | +17.8% | -22.8% | -9.4% |
| 3M | -26.9% | +12.5% | -39.4% | -30.0% |
| 6M | -21.9% | +124.7% | -146.6% | -40.9% |
| YTD | -13.8% | +93.2% | -107.0% | -32.8% |
| 1Y | -36.1% | +195.6% | -231.7% | -56.8% |
| 3Y | +21.6% | +434.6% | -413.0% | -39.6% |
| 5Y | -68.8% | +103.3% | -172.1% | -78.7% |
| All | -36.3% | +90.2% | -126.5% | -56.6% |
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