+12.3%
VFC vs AMBA
-23.4%
+35.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -3.0% |
| 7D | +10.9% | -14.6% | +25.4% | +10.7% |
| 30D | +40.6% | -18.8% | +59.4% | +40.4% |
| 3M | +34.4% | -32.6% | +67.0% | +34.2% |
| 6M | +12.3% | -25.8% | +38.1% | +11.7% |
| All | +12.3% | -23.4% | +35.7% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling