+587.1%
VMC vs AMBA
+722.2%
-135.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -2.8% |
| 7D | +1.9% | -14.6% | +16.4% | +4.0% |
| 30D | +14.7% | -18.8% | +33.5% | +17.7% |
| 3M | -0.3% | -32.6% | +32.3% | +4.7% |
| 6M | -1.7% | -25.8% | +24.1% | -0.9% |
| YTD | +0.7% | -22.1% | +22.8% | 0.0% |
| 1Y | +0.9% | -36.2% | +37.1% | +2.7% |
| 3Y | +40.5% | +10.0% | +30.5% | +25.8% |
| 5Y | +51.5% | -71.6% | +123.1% | +56.2% |
| 10Y | +166.5% | -4.7% | +171.3% | +114.4% |
| All | +587.1% | +722.2% | -135.1% | +278.0% |
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