+13.4%
AMBA vs VSXY
+352.7%
-339.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | +7.9% | +0.1% | +7.8% | +7.7% |
| 30D | -18.8% | -18.7% | -0.1% | -15.0% |
| 3M | +3.1% | -4.0% | +7.1% | +3.0% |
| 6M | +25.7% | +67.5% | -41.8% | +7.0% |
| YTD | -4.2% | +39.7% | -43.9% | -15.3% |
| 1Y | -18.4% | +180.0% | -198.4% | -40.6% |
| 3Y | +13.4% | +337.3% | -323.9% | -31.3% |
| All | +13.4% | +352.7% | -339.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling