+962.7%
VST vs AMBA
-16.7%
+979.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.7% | -12.1% | -13.5% |
| 7D | -15.7% | -8.1% | -7.6% | -14.3% |
| 30D | -17.0% | -10.8% | -6.2% | -15.1% |
| 3M | -15.9% | -25.9% | +10.0% | -11.3% |
| 6M | -25.0% | -13.9% | -11.1% | -25.2% |
| YTD | -25.1% | -14.0% | -11.1% | -25.7% |
| 1Y | -34.9% | -25.7% | -9.2% | -34.2% |
| 3Y | +252.7% | +21.5% | +231.2% | +221.5% |
| 5Y | +582.3% | -68.9% | +651.3% | +606.6% |
| 10Y | +1,076.6% | +5.2% | +1,071.4% | +807.1% |
| All | +962.7% | -16.7% | +979.5% | +779.4% |
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