-53.9%
AMBA vs VSXY
+14.5%
-68.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | -11.0% | -14.0% | +3.0% | -7.0% |
| 30D | -23.2% | -15.9% | -7.3% | -19.4% |
| 3M | -12.7% | +3.4% | -16.1% | -14.7% |
| 6M | +11.2% | +25.9% | -14.7% | -1.2% |
| YTD | -11.2% | +39.5% | -50.7% | -24.4% |
| 1Y | -22.5% | +194.4% | -216.9% | -49.5% |
| 3Y | -1.3% | +281.4% | -282.7% | -49.6% |
| All | -53.9% | +14.5% | -68.4% | -60.3% |
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 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