+116.6%
VSH vs AMBA
+12.8%
+103.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.3% | +8.2% | +11.5% |
| 7D | +3.5% | 0.0% | +3.5% | +4.1% |
| 30D | -22.4% | -8.6% | -13.8% | -19.2% |
| 3M | -25.2% | -29.0% | +3.8% | -15.3% |
| 6M | -22.5% | -19.2% | -3.3% | -18.6% |
| YTD | +84.2% | -13.0% | +97.2% | +87.0% |
| 1Y | +87.1% | -31.3% | +118.3% | +103.5% |
| 3Y | +31.7% | +28.1% | +3.5% | +10.7% |
| 5Y | +42.6% | -69.4% | +112.0% | +67.1% |
| 10Y | +116.6% | +7.6% | +109.0% | +37.2% |
| All | +116.6% | +12.8% | +103.8% | +37.2% |
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 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