-21.5%
VFC vs AMBA
+722.2%
-743.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -1.1% |
| 7D | +10.9% | -14.6% | +25.4% | +14.2% |
| 30D | +40.6% | -18.8% | +59.4% | +45.9% |
| 3M | +34.4% | -32.6% | +67.0% | +44.1% |
| 6M | +12.3% | -25.8% | +38.1% | +13.8% |
| YTD | +14.4% | -22.1% | +36.5% | +13.7% |
| 1Y | +40.6% | -36.2% | +76.8% | +44.7% |
| 3Y | +40.1% | +10.0% | +30.1% | +26.3% |
| 5Y | -67.6% | -71.6% | +4.0% | -66.0% |
| 10Y | -45.9% | -4.7% | -41.2% | -55.3% |
| All | -21.5% | +722.2% | -743.7% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling