-38.9%
AMBA vs VSXY
+96.5%
-135.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.7% |
| 7D | -7.2% | +11.8% | -19.1% | -10.1% |
| 30D | -10.4% | +25.9% | -36.3% | -16.3% |
| 3M | -30.1% | +15.5% | -45.7% | -33.7% |
| 6M | -22.4% | +109.7% | -132.2% | -40.1% |
| YTD | -17.3% | +99.5% | -116.8% | -36.1% |
| 1Y | -35.4% | +197.5% | -232.9% | -56.4% |
| 3Y | +18.6% | +453.3% | -434.6% | -41.7% |
| 5Y | -69.8% | +110.3% | -180.1% | -79.6% |
| All | -38.9% | +96.5% | -135.4% | -58.7% |
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 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