+440.1%
VIG vs AMBA
+772.6%
-332.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.0% |
| 7D | -1.8% | -7.2% | +5.5% | -1.0% |
| 30D | +2.7% | -10.4% | +13.1% | +3.7% |
| 3M | 0.0% | -30.1% | +30.1% | +3.5% |
| 6M | +6.8% | -22.4% | +29.2% | +7.3% |
| YTD | +12.1% | -17.3% | +29.4% | +11.2% |
| 1Y | +14.8% | -35.4% | +50.2% | +16.7% |
| 3Y | +62.4% | +18.6% | +43.8% | +48.6% |
| 5Y | +59.6% | -69.8% | +129.4% | +61.8% |
| 10Y | +261.5% | +1.1% | +260.4% | +202.8% |
| All | +440.1% | +772.6% | -332.4% | +265.9% |
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 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