+203.1%
VLO vs AMBA
+10.0%
+193.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.6% | -3.0% |
| 7D | -8.7% | -14.6% | +5.9% | -7.4% |
| 30D | -16.2% | -18.8% | +2.6% | -14.8% |
| 3M | +16.2% | -32.6% | +48.7% | +19.9% |
| 6M | +39.8% | -25.8% | +65.6% | +40.5% |
| YTD | +119.0% | -22.1% | +141.1% | +117.1% |
| 1Y | +110.8% | -36.2% | +147.0% | +114.4% |
| All | +203.1% | +10.0% | +193.2% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling