+160.3%
VMC vs AMBA
-0.9%
+161.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.9% |
| 7D | +0.5% | -7.2% | +7.8% | +1.5% |
| 30D | +15.8% | -10.4% | +26.2% | +17.3% |
| 3M | +0.6% | -30.1% | +30.7% | +5.3% |
| 6M | -4.0% | -22.4% | +18.4% | -3.9% |
| YTD | -0.3% | -17.3% | +17.0% | -2.0% |
| 1Y | -0.5% | -35.4% | +34.9% | +1.3% |
| 3Y | +39.6% | +18.6% | +20.9% | +21.3% |
| 5Y | +50.1% | -69.8% | +119.9% | +53.4% |
| All | +160.3% | -0.9% | +161.1% | +90.2% |
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