+63.9%
VNQ vs AMBA
+2.6%
+61.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -2.0% |
| 7D | -0.9% | +2.5% | -3.3% | -1.2% |
| 30D | -2.2% | -16.1% | +13.9% | -0.4% |
| 3M | -1.9% | +4.6% | -6.6% | -4.0% |
| 6M | +3.2% | +29.2% | -25.9% | -2.7% |
| YTD | +9.4% | -2.9% | +12.3% | +6.4% |
| 1Y | +7.5% | -18.7% | +26.2% | +6.1% |
| 3Y | +31.1% | +14.9% | +16.2% | +18.4% |
| 5Y | +6.6% | -53.0% | +59.5% | +1.9% |
| 10Y | +63.9% | +8.3% | +55.6% | +26.9% |
| All | +63.9% | +2.6% | +61.3% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling