+768.4%
VLO vs AMBA
-0.9%
+769.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.3% |
| 7D | -13.3% | -7.2% | -6.1% | -12.3% |
| 30D | -18.3% | -10.4% | -7.9% | -17.1% |
| 3M | +14.3% | -30.1% | +44.5% | +20.3% |
| 6M | +47.6% | -22.4% | +70.1% | +48.3% |
| YTD | +116.0% | -17.3% | +133.3% | +111.9% |
| 1Y | +101.0% | -35.4% | +136.4% | +105.1% |
| 3Y | +199.0% | +18.6% | +180.4% | +156.3% |
| 5Y | +419.0% | -69.8% | +488.9% | +440.5% |
| All | +768.4% | -0.9% | +769.3% | +460.5% |
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