+5.2%
AMBA vs VT
+231.8%
-226.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -4.9% |
| 7D | -8.1% | -0.3% | -7.8% | -7.7% |
| 30D | -10.8% | -1.4% | -9.3% | -8.1% |
| 3M | -25.9% | -1.4% | -24.5% | -23.8% |
| 6M | -13.9% | +5.5% | -19.3% | -20.0% |
| YTD | -14.0% | +12.8% | -26.8% | -28.9% |
| 1Y | -25.7% | +15.4% | -41.1% | -41.0% |
| 3Y | +21.5% | +76.9% | -55.4% | -50.6% |
| 5Y | -68.9% | +60.4% | -129.4% | -83.7% |
| 10Y | +5.2% | +232.8% | -227.6% | -74.9% |
| All | +5.2% | +231.8% | -226.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling