-33.2%
AMBA vs VSXY
+211.8%
-245.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +2.6% | +0.8% | +1.7% | +2.5% |
| 30D | -3.6% | +24.0% | -27.6% | -6.7% |
| 3M | -24.6% | +16.7% | -41.3% | -26.7% |
| 6M | -21.6% | +138.6% | -160.2% | -34.1% |
| YTD | -11.8% | +102.8% | -114.6% | -23.6% |
| 1Y | -33.2% | +214.2% | -247.3% | -45.5% |
| All | -33.2% | +211.8% | -245.0% | -45.5% |
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