-34.4%
AMBA vs VSXY
+37.4%
-71.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | -11.0% | -14.0% | +3.0% | -7.2% |
| 30D | -23.2% | -15.9% | -7.3% | -19.6% |
| 3M | -12.7% | +3.4% | -16.1% | -14.6% |
| 6M | +11.2% | +25.9% | -14.7% | -0.5% |
| YTD | -11.2% | +39.5% | -50.7% | -23.5% |
| 1Y | -22.5% | +194.4% | -216.9% | -47.9% |
| 3Y | -1.3% | +281.4% | -282.7% | -46.3% |
| 5Y | -54.2% | +12.8% | -66.9% | -65.5% |
| All | -34.4% | +37.4% | -71.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling