-71.2%
AMBA vs VSXY
+110.3%
-181.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.7% |
| 7D | -7.2% | +11.8% | -19.1% | -10.3% |
| 30D | -10.4% | +25.9% | -36.3% | -16.6% |
| 3M | -30.1% | +15.5% | -45.7% | -33.9% |
| 6M | -22.4% | +109.7% | -132.2% | -41.0% |
| YTD | -17.3% | +99.5% | -116.8% | -37.2% |
| 1Y | -35.4% | +197.5% | -232.9% | -57.6% |
| 3Y | +18.6% | +453.3% | -434.6% | -45.5% |
| All | -71.2% | +110.3% | -181.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling