-24.4%
AMBA vs VSXY
+199.4%
-223.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | +0.2% |
| 7D | -6.4% | -6.8% | +0.4% | -5.2% |
| 30D | -26.8% | -20.4% | -6.5% | -23.7% |
| 3M | -7.6% | +2.9% | -10.5% | -9.2% |
| 6M | +21.2% | +67.9% | -46.7% | +4.8% |
| YTD | -10.4% | +44.9% | -55.2% | -20.0% |
| 1Y | -24.4% | +205.9% | -230.3% | -49.5% |
| All | -24.4% | +199.4% | -223.8% | -49.5% |
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