+1,216.9%
VST vs AMBA
-14.0%
+1,230.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +8.9% | -11.0% | +19.9% | +11.2% |
| 30D | +6.2% | -23.2% | +29.4% | +11.3% |
| 3M | -2.7% | -12.7% | +10.0% | -2.4% |
| 6M | -8.4% | +11.2% | -19.6% | -13.0% |
| YTD | -7.2% | -11.2% | +4.0% | -8.4% |
| 1Y | -20.9% | -22.5% | +1.6% | -20.7% |
| 3Y | +384.0% | -1.3% | +385.3% | +353.0% |
| 5Y | +757.1% | -54.2% | +811.2% | +735.0% |
| All | +1,216.9% | -14.0% | +1,230.9% | +983.9% |
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 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