-18.7%
AMBA vs VYM
+19.4%
-38.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +9.4% |
| 7D | +2.5% | -1.0% | +3.4% | +4.3% |
| 30D | -16.1% | -2.0% | -14.1% | -12.7% |
| 3M | +4.6% | +3.1% | +1.6% | -3.0% |
| 6M | +29.2% | +8.9% | +20.3% | +4.6% |
| YTD | -2.9% | +14.7% | -17.6% | -31.4% |
| 1Y | -18.7% | +19.4% | -38.1% | -48.2% |
| All | -18.7% | +19.4% | -38.1% | -48.2% |
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