+896.0%
AMBA vs VYM
+393.6%
+502.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.8% |
| 7D | -2.6% | +0.1% | -2.8% | -2.6% |
| 30D | -10.5% | +3.0% | -13.4% | -14.3% |
| 3M | -26.4% | -1.0% | -25.4% | -25.2% |
| 6M | -20.9% | +6.4% | -27.3% | -28.1% |
| YTD | -14.8% | +15.9% | -30.7% | -31.5% |
| 1Y | -36.1% | +18.7% | -54.8% | -50.5% |
| 3Y | +20.2% | +72.8% | -52.6% | -42.8% |
| 5Y | -67.2% | +71.2% | -138.5% | -83.2% |
| 10Y | +5.0% | +203.5% | -198.5% | -74.2% |
| All | +896.0% | +393.6% | +502.4% | +8.1% |
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