-68.4%
AMBA vs VSXY
+106.2%
-174.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | +2.7% | -1.7% | +4.4% | +3.2% |
| 30D | -2.2% | +20.1% | -22.3% | -7.4% |
| 3M | -26.6% | +16.6% | -43.2% | -30.7% |
| 6M | -26.8% | +134.9% | -161.7% | -46.2% |
| YTD | -15.1% | +96.0% | -111.1% | -35.1% |
| 1Y | -32.3% | +203.8% | -236.0% | -55.8% |
| 3Y | +19.8% | +465.3% | -445.5% | -45.3% |
| All | -68.4% | +106.2% | -174.6% | -77.6% |
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