+532.1%
VMC vs AMBA
+837.3%
-305.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -4.3% | -11.0% | +6.6% | -2.8% |
| 30D | -8.2% | -23.2% | +14.9% | -5.0% |
| 3M | -7.0% | -12.7% | +5.7% | -7.2% |
| 6M | -10.8% | +11.2% | -22.0% | -15.0% |
| YTD | -7.4% | -11.2% | +3.8% | -9.2% |
| 1Y | -9.5% | -22.5% | +13.1% | -10.3% |
| 3Y | +20.5% | -1.3% | +21.8% | +10.4% |
| 5Y | +51.6% | -54.2% | +105.7% | +46.6% |
| 10Y | +150.0% | -6.1% | +156.2% | +101.5% |
| All | +532.1% | +837.3% | -305.2% | +243.2% |
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 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