+1.7%
AMBA vs VYM
+206.0%
-204.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +10.7% | +3.3% | +7.4% | +5.3% |
| 30D | -5.0% | +3.8% | -8.8% | -10.2% |
| 3M | -26.9% | -0.4% | -26.5% | -26.4% |
| 6M | -21.9% | +7.1% | -29.0% | -29.8% |
| YTD | -13.8% | +17.1% | -30.9% | -31.8% |
| 1Y | -36.1% | +18.4% | -54.5% | -50.3% |
| 3Y | +21.6% | +74.5% | -52.9% | -42.8% |
| 5Y | -68.8% | +72.5% | -141.3% | -84.2% |
| All | +1.7% | +206.0% | -204.3% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling