-31.0%
VSH vs AMBA
-23.4%
-7.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -9.4% | -5.3% | -10.5% |
| 7D | -25.2% | -14.6% | -10.6% | -19.4% |
| 30D | -41.8% | -18.8% | -23.0% | -35.9% |
| 3M | -33.4% | -32.6% | -0.8% | -21.3% |
| 6M | -31.0% | -25.8% | -5.2% | -20.9% |
| All | -31.0% | -23.4% | -7.7% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling