+883.9%
VLO vs AMBA
-7.1%
+891.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +5.2% | -11.0% | +16.2% | +7.2% |
| 30D | +22.6% | -23.2% | +45.8% | +27.7% |
| 3M | +43.8% | -12.7% | +56.5% | +43.7% |
| 6M | +65.7% | +11.2% | +54.5% | +56.3% |
| YTD | +131.1% | -11.2% | +142.3% | +125.3% |
| 1Y | +143.6% | -22.5% | +166.2% | +140.7% |
| 3Y | +201.4% | -1.3% | +202.7% | +169.4% |
| 5Y | +568.9% | -54.2% | +623.1% | +528.9% |
| All | +883.9% | -7.1% | +891.0% | +550.1% |
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