+155.6%
VNQ vs AMBA
+837.3%
-681.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.3% | -11.0% | +9.7% | -0.1% |
| 30D | -2.9% | -23.2% | +20.2% | -0.5% |
| 3M | +0.8% | -12.7% | +13.5% | +0.7% |
| 6M | +2.5% | +11.2% | -8.7% | -0.9% |
| YTD | +10.6% | -11.2% | +21.9% | +9.1% |
| 1Y | +9.1% | -22.5% | +31.6% | +8.4% |
| 3Y | +31.0% | -1.3% | +32.4% | +22.7% |
| 5Y | +4.9% | -54.2% | +59.1% | +1.6% |
| 10Y | +59.5% | -6.1% | +65.6% | +36.1% |
| All | +155.6% | +837.3% | -681.7% | +84.2% |
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