+233.0%
VSH vs AMBA
+772.6%
-539.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +3.9% |
| 7D | -12.9% | -7.2% | -5.7% | -10.6% |
| 30D | -36.9% | -10.4% | -26.5% | -34.4% |
| 3M | -28.8% | -30.1% | +1.4% | -20.7% |
| 6M | -30.3% | -22.4% | -7.9% | -26.3% |
| YTD | +62.4% | -17.3% | +79.7% | +67.6% |
| 1Y | +62.5% | -35.4% | +97.9% | +78.1% |
| 3Y | +7.4% | +18.6% | -11.2% | -3.4% |
| 5Y | +25.4% | -69.8% | +95.2% | +44.1% |
| 10Y | +102.6% | +1.1% | +101.5% | +60.0% |
| All | +233.0% | +772.6% | -539.6% | +90.1% |
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