+61.6%
VEA vs AMBA
-54.5%
+116.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +1.0% | -11.0% | +11.9% | +2.5% |
| 30D | +1.9% | -23.2% | +25.1% | +5.5% |
| 3M | +3.2% | -12.7% | +15.9% | +3.5% |
| 6M | +10.2% | +11.2% | -1.0% | +5.8% |
| YTD | +18.9% | -11.2% | +30.1% | +17.2% |
| 1Y | +29.3% | -22.5% | +51.9% | +28.8% |
| 3Y | +76.8% | -1.3% | +78.1% | +62.1% |
| All | +61.6% | -54.5% | +116.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling