+669.1%
VEEV vs AMBA
+12.8%
+656.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -0.2% |
| 7D | -0.2% | 0.0% | -0.1% | -0.4% |
| 30D | +3.5% | -8.6% | +12.1% | +5.0% |
| 3M | +32.9% | -29.0% | +61.9% | +41.3% |
| 6M | +84.2% | -19.2% | +103.4% | +82.7% |
| YTD | +37.3% | -13.0% | +50.2% | +32.3% |
| 1Y | +3.9% | -31.3% | +35.2% | +4.8% |
| 3Y | +83.9% | +28.1% | +55.8% | +46.4% |
| 5Y | -4.3% | -69.4% | +65.2% | +0.4% |
| 10Y | +669.1% | +7.6% | +661.4% | +399.2% |
| All | +669.1% | +12.8% | +656.3% | +399.2% |
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