-25.7%
AMBA vs VYM
+21.8%
-47.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -3.6% |
| 7D | -8.1% | +1.2% | -9.2% | -9.8% |
| 30D | -10.8% | +5.2% | -16.0% | -18.2% |
| 3M | -25.9% | +0.5% | -26.4% | -26.4% |
| 6M | -13.9% | +7.7% | -21.6% | -25.5% |
| YTD | -14.0% | +17.2% | -31.2% | -38.2% |
| 1Y | -25.7% | +21.7% | -47.3% | -49.9% |
| All | -25.7% | +21.8% | -47.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling