+917.2%
AMBA vs VYM
+391.4%
+525.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +1.8% |
| 7D | 0.0% | -0.7% | +0.6% | +1.3% |
| 30D | -8.6% | +2.5% | -11.1% | -11.9% |
| 3M | -29.0% | -1.2% | -27.8% | -27.6% |
| 6M | -19.2% | +5.9% | -25.1% | -26.1% |
| YTD | -13.0% | +15.4% | -28.4% | -29.6% |
| 1Y | -31.3% | +18.8% | -50.1% | -46.8% |
| 3Y | +28.1% | +73.8% | -45.7% | -39.4% |
| 5Y | -69.4% | +70.5% | -139.9% | -84.2% |
| 10Y | +7.6% | +203.2% | -195.5% | -73.5% |
| All | +917.2% | +391.4% | +525.7% | +11.2% |
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 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