+669.4%
VEEV vs AMBA
+7.9%
+661.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.6% |
| 30D | +3.0% | -3.6% | +6.6% | +3.4% |
| 3M | +28.8% | -24.6% | +53.4% | +35.4% |
| 6M | +91.3% | -21.6% | +112.9% | +91.2% |
| YTD | +36.5% | -11.8% | +48.3% | +31.2% |
| 1Y | +1.9% | -33.2% | +35.1% | +3.5% |
| 3Y | +84.6% | +24.5% | +60.1% | +48.3% |
| 5Y | -2.6% | -67.7% | +65.1% | +0.9% |
| 10Y | +669.4% | +4.7% | +664.7% | +409.1% |
| All | +669.4% | +7.9% | +661.6% | +409.1% |
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 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