+160.6%
VNQ vs AMBA
+799.6%
-638.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +2.2% | -2.6% | +4.8% | +2.4% |
| 30D | +7.1% | -10.5% | +17.6% | +8.1% |
| 3M | +0.8% | -26.4% | +27.3% | +3.5% |
| 6M | +2.2% | -20.9% | +23.1% | +2.4% |
| YTD | +12.8% | -14.8% | +27.6% | +11.4% |
| 1Y | +11.7% | -36.1% | +47.8% | +13.4% |
| 3Y | +44.5% | +20.2% | +24.2% | +32.0% |
| 5Y | +7.6% | -67.2% | +74.9% | +7.6% |
| 10Y | +85.2% | +5.0% | +80.2% | +56.8% |
| All | +160.6% | +799.6% | -638.9% | +88.0% |
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