+305.2%
IVV vs AMBA
-6.6%
+311.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -2.8% |
| 7D | -4.8% | -14.6% | +9.8% | -2.3% |
| 30D | -5.9% | -18.8% | +12.9% | -2.8% |
| 3M | -4.5% | -32.6% | +28.1% | +1.3% |
| 6M | +1.8% | -25.8% | +27.6% | +3.6% |
| YTD | +8.4% | -22.1% | +30.5% | +8.3% |
| 1Y | +9.4% | -36.2% | +45.6% | +12.5% |
| 3Y | +75.3% | +10.0% | +65.3% | +55.0% |
| 5Y | +67.8% | -71.6% | +139.3% | +75.0% |
| All | +305.2% | -6.6% | +311.8% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling