+259.9%
VIG vs AMBA
+12.8%
+247.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.8% | +1.8% |
| 7D | +0.4% | 0.0% | +0.5% | +0.3% |
| 30D | +4.3% | -8.6% | +12.9% | +5.3% |
| 3M | +2.0% | -29.0% | +31.0% | +6.0% |
| 6M | +10.2% | -19.2% | +29.4% | +10.3% |
| YTD | +14.8% | -13.0% | +27.8% | +12.8% |
| 1Y | +17.5% | -31.3% | +48.7% | +18.7% |
| 3Y | +67.4% | +28.1% | +39.3% | +48.2% |
| 5Y | +63.4% | -69.4% | +132.8% | +66.4% |
| 10Y | +259.9% | +7.6% | +252.3% | +169.5% |
| All | +259.9% | +12.8% | +247.1% | +169.5% |
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