+1,034.2%
VICR vs AMBA
-0.9%
+1,035.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.1% | +2.6% | +5.9% |
| 7D | -23.1% | -7.2% | -15.9% | -19.9% |
| 30D | -48.1% | -10.4% | -37.7% | -44.9% |
| 3M | -32.8% | -30.1% | -2.7% | -20.8% |
| 6M | -47.6% | -22.4% | -25.2% | -42.5% |
| YTD | +34.0% | -17.3% | +51.4% | +42.8% |
| 1Y | +65.0% | -35.4% | +100.4% | +92.4% |
| 3Y | +277.1% | +18.6% | +258.5% | +212.6% |
| 5Y | -5.3% | -69.8% | +64.5% | +23.1% |
| All | +1,034.2% | -0.9% | +1,035.1% | +625.9% |
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 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