-53.9%
AMBA vs VYM
+77.8%
-131.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.9% |
| 7D | -6.4% | +0.1% | -6.5% | -6.8% |
| 30D | -26.8% | -1.3% | -25.6% | -24.9% |
| 3M | -7.6% | +4.1% | -11.7% | -15.8% |
| 6M | +21.2% | +9.8% | +11.4% | -1.5% |
| YTD | -10.4% | +15.3% | -25.7% | -34.1% |
| 1Y | -24.4% | +20.0% | -44.4% | -48.8% |
| 3Y | +6.0% | +66.2% | -60.2% | -61.9% |
| 5Y | -53.9% | +77.5% | -131.4% | -83.8% |
| All | -53.9% | +77.8% | -131.7% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling