+1,678.9%
VRT vs AMBA
+43.0%
+1,635.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.4% | -4.6% | -10.8% |
| 7D | -28.1% | -14.6% | -13.6% | -23.8% |
| 30D | -30.2% | -18.8% | -11.4% | -24.8% |
| 3M | -36.4% | -32.6% | -3.8% | -27.6% |
| 6M | -48.2% | -25.8% | -22.3% | -45.0% |
| YTD | +9.2% | -22.1% | +31.3% | +12.7% |
| 1Y | -7.2% | -36.2% | +29.0% | +1.6% |
| 3Y | +338.7% | +10.0% | +328.7% | +287.0% |
| 5Y | +542.8% | -71.6% | +614.4% | +633.6% |
| All | +1,678.9% | +43.0% | +1,635.9% | +1,362.2% |
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