+232.8%
VT vs AMBA
+10.7%
+222.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -0.3% | -8.1% | +7.8% | +1.0% |
| 30D | -1.4% | -10.8% | +9.3% | +0.2% |
| 3M | -1.4% | -25.9% | +24.5% | +3.0% |
| 6M | +5.5% | -13.9% | +19.3% | +4.7% |
| YTD | +12.8% | -14.0% | +26.8% | +11.1% |
| 1Y | +15.4% | -25.7% | +41.1% | +15.7% |
| 3Y | +76.9% | +21.5% | +55.4% | +54.6% |
| 5Y | +60.4% | -68.9% | +129.4% | +64.9% |
| 10Y | +232.8% | +5.2% | +227.6% | +143.5% |
| All | +232.8% | +10.7% | +222.0% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling