+215.0%
VSH vs AMBA
+722.2%
-507.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -9.4% | -5.3% | -12.0% |
| 7D | -25.2% | -14.6% | -10.6% | -21.3% |
| 30D | -41.8% | -18.8% | -23.0% | -37.8% |
| 3M | -33.4% | -32.6% | -0.8% | -25.1% |
| 6M | -31.0% | -25.8% | -5.2% | -26.1% |
| YTD | +53.6% | -22.1% | +75.7% | +61.3% |
| 1Y | +46.3% | -36.2% | +82.5% | +60.8% |
| 3Y | -1.0% | +10.0% | -10.9% | -9.0% |
| 5Y | +18.6% | -71.6% | +90.2% | +38.7% |
| 10Y | +91.7% | -4.7% | +96.4% | +54.0% |
| All | +215.0% | +722.2% | -507.2% | +83.0% |
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