-67.2%
VFC vs AMBA
-69.7%
+2.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.2% |
| 7D | +7.7% | 0.0% | +7.7% | +7.5% |
| 30D | +39.2% | -8.6% | +47.8% | +41.8% |
| 3M | +40.3% | -29.0% | +69.2% | +52.2% |
| 6M | +11.4% | -19.2% | +30.6% | +10.2% |
| YTD | +17.5% | -13.0% | +30.5% | +11.6% |
| 1Y | +45.9% | -31.3% | +77.1% | +48.0% |
| 3Y | +47.3% | +28.1% | +19.2% | +16.0% |
| 5Y | -67.2% | -69.4% | +2.2% | -69.9% |
| All | -67.2% | -69.7% | +2.5% | -69.9% |
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