+1,293.5%
VGT vs AMBA
+772.6%
+520.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.8% | +0.1% |
| 7D | -7.2% | -7.2% | 0.0% | -5.7% |
| 30D | -16.1% | -10.4% | -5.7% | -14.2% |
| 3M | -9.2% | -30.1% | +21.0% | -2.5% |
| 6M | -0.7% | -22.4% | +21.7% | +1.4% |
| YTD | +15.6% | -17.3% | +32.9% | +15.3% |
| 1Y | +14.4% | -35.4% | +49.8% | +19.4% |
| 3Y | +105.2% | +18.6% | +86.6% | +80.0% |
| 5Y | +100.0% | -69.8% | +169.9% | +113.1% |
| 10Y | +712.1% | +1.1% | +711.0% | +548.2% |
| All | +1,293.5% | +772.6% | +520.9% | +755.0% |
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