+43.0%
VMC vs AMBA
-70.4%
+113.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.8% |
| 7D | +0.5% | -7.2% | +7.8% | +1.4% |
| 30D | +15.8% | -10.4% | +26.2% | +17.1% |
| 3M | +0.6% | -30.1% | +30.7% | +4.8% |
| 6M | -4.0% | -22.4% | +18.4% | -4.0% |
| YTD | -0.3% | -17.3% | +17.0% | -2.2% |
| 1Y | -0.5% | -35.4% | +34.9% | +1.1% |
| 3Y | +39.6% | +18.6% | +20.9% | +20.2% |
| All | +43.0% | -70.4% | +113.4% | +39.2% |
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 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