-8.6%
AMBQ vs VT
+17.8%
-26.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -3.1% |
| 7D | -34.5% | -4.2% | -30.4% | -24.9% |
| 30D | -44.3% | -5.8% | -38.5% | -32.4% |
| 3M | -44.1% | -5.2% | -38.9% | -33.2% |
| 6M | -13.0% | +0.1% | -13.1% | -7.5% |
| YTD | +23.6% | +8.2% | +15.3% | +7.4% |
| 1Y | +24.0% | +10.1% | +13.8% | +3.2% |
| All | -8.6% | +17.8% | -26.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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