+8.4%
VNQ vs AMBA
-24.5%
+32.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.4% | -6.4% | +6.0% | -0.4% |
| 30D | -2.5% | -26.8% | +24.3% | -2.7% |
| 3M | +1.4% | -7.6% | +9.0% | +1.2% |
| 6M | +4.6% | +21.2% | -16.6% | +2.4% |
| YTD | +10.5% | -10.4% | +20.9% | +9.4% |
| 1Y | +8.4% | -24.4% | +32.8% | +7.4% |
| All | +8.4% | -24.5% | +32.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling