+54.6%
VSH vs AMBA
-66.8%
+121.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.2% | +7.4% |
| 7D | +12.8% | +2.6% | +10.2% | +12.3% |
| 30D | -9.0% | -3.6% | -5.4% | -7.0% |
| 3M | -12.2% | -24.6% | +12.4% | -2.3% |
| 6M | -15.9% | -21.6% | +5.7% | -10.5% |
| YTD | +103.2% | -11.8% | +115.0% | +105.3% |
| 1Y | +108.4% | -33.2% | +141.6% | +129.4% |
| 3Y | +41.6% | +24.5% | +17.1% | +19.5% |
| 5Y | +54.6% | -67.7% | +122.2% | +61.5% |
| All | +54.6% | -66.8% | +121.3% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling