-1.7%
VMC vs AMBA
-23.4%
+21.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -4.7% |
| 7D | +1.9% | -14.6% | +16.4% | +0.9% |
| 30D | +14.7% | -18.8% | +33.5% | +13.3% |
| 3M | -0.3% | -32.6% | +32.3% | -2.7% |
| 6M | -1.7% | -25.8% | +24.1% | -2.1% |
| All | -1.7% | -23.4% | +21.7% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling