+937.8%
AMBA vs VYM
+393.3%
+544.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -11.0% | 0.0% | -10.9% | -11.0% |
| 30D | -23.2% | -0.5% | -22.6% | -22.5% |
| 3M | -12.7% | +3.0% | -15.7% | -16.7% |
| 6M | +11.2% | +8.2% | +3.0% | -1.4% |
| YTD | -11.2% | +15.8% | -27.0% | -28.6% |
| 1Y | -22.5% | +20.8% | -43.4% | -41.3% |
| 3Y | -1.3% | +65.3% | -66.6% | -50.0% |
| 5Y | -54.2% | +76.6% | -130.8% | -77.4% |
| 10Y | -6.1% | +203.9% | -210.0% | -76.9% |
| All | +937.8% | +393.3% | +544.5% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling