-34.7%
AMBA vs VSXY
+217.9%
-252.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.5% |
| 7D | 0.0% | +15.2% | -15.2% | -2.2% |
| 30D | -8.6% | +37.0% | -45.6% | -13.0% |
| 3M | -29.0% | +15.2% | -44.2% | -30.8% |
| 6M | -19.2% | +136.3% | -155.5% | -31.9% |
| YTD | -13.0% | +109.6% | -122.5% | -25.0% |
| All | -34.7% | +217.9% | -252.6% | -47.3% |
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