+2,144.5%
VLO vs AMBA
+837.3%
+1,307.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +5.2% | -11.0% | +16.2% | +6.9% |
| 30D | +22.6% | -23.2% | +45.8% | +27.1% |
| 3M | +43.8% | -12.7% | +56.5% | +43.8% |
| 6M | +65.7% | +11.2% | +54.5% | +57.7% |
| YTD | +131.1% | -11.2% | +142.3% | +126.3% |
| 1Y | +143.6% | -22.5% | +166.2% | +141.4% |
| 3Y | +201.4% | -1.3% | +202.7% | +174.9% |
| 5Y | +568.9% | -54.2% | +623.1% | +539.8% |
| 10Y | +891.8% | -6.1% | +897.9% | +664.8% |
| All | +2,144.5% | +837.3% | +1,307.2% | +1,175.1% |
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 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