+28.1%
AMBA vs VYM
+71.9%
-43.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +0.2% |
| 7D | 0.0% | -0.7% | +0.6% | +1.7% |
| 30D | -8.6% | +2.5% | -11.1% | -13.6% |
| 3M | -29.0% | -1.2% | -27.8% | -27.0% |
| 6M | -19.2% | +5.9% | -25.1% | -29.7% |
| YTD | -13.0% | +15.4% | -28.4% | -37.8% |
| 1Y | -31.3% | +18.8% | -50.1% | -54.3% |
| 3Y | +28.1% | +73.8% | -45.7% | -65.9% |
| All | +28.1% | +71.9% | -43.7% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling