+420.0%
VLO vs AMBA
-70.4%
+490.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.0% |
| 7D | -13.3% | -7.2% | -6.1% | -12.7% |
| 30D | -18.3% | -10.4% | -7.9% | -17.6% |
| 3M | +14.3% | -30.1% | +44.5% | +18.0% |
| 6M | +47.6% | -22.4% | +70.1% | +48.2% |
| YTD | +116.0% | -17.3% | +133.3% | +113.5% |
| 1Y | +101.0% | -35.4% | +136.4% | +104.2% |
| 3Y | +199.0% | +18.6% | +180.4% | +170.7% |
| All | +420.0% | -70.4% | +490.4% | +408.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling