+49.6%
VMC vs AMBA
-69.1%
+118.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | +1.1% | -2.6% | +3.8% | +1.4% |
| 30D | +17.7% | -10.5% | +28.2% | +19.1% |
| 3M | +1.1% | -26.4% | +27.5% | +4.7% |
| 6M | +1.8% | -20.9% | +22.7% | +1.6% |
| YTD | +1.5% | -14.8% | +16.3% | -0.8% |
| 1Y | -1.1% | -36.1% | +34.9% | +0.8% |
| 3Y | +38.8% | +20.2% | +18.5% | +19.5% |
| 5Y | +49.6% | -67.2% | +116.8% | +44.2% |
| All | +49.6% | -69.1% | +118.7% | +44.2% |
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