+227.8%
VST vs AMBA
+10.0%
+217.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.4% | +3.3% | -3.5% |
| 7D | -19.9% | -14.6% | -5.3% | -16.2% |
| 30D | -29.7% | -18.8% | -10.9% | -25.3% |
| 3M | -19.6% | -32.6% | +13.0% | -10.6% |
| 6M | -29.4% | -25.8% | -3.6% | -27.2% |
| YTD | -29.7% | -22.1% | -7.6% | -29.7% |
| 1Y | -40.0% | -36.2% | -3.8% | -36.9% |
| All | +227.8% | +10.0% | +217.8% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling