+358.5%
VT vs AMBA
+837.3%
-478.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.4% | -11.0% | +11.4% | +2.0% |
| 30D | +1.0% | -23.2% | +24.1% | +4.6% |
| 3M | +2.4% | -12.7% | +15.1% | +2.7% |
| 6M | +12.0% | +11.2% | +0.8% | +7.6% |
| YTD | +15.3% | -11.2% | +26.6% | +13.8% |
| 1Y | +22.6% | -22.5% | +45.1% | +22.3% |
| 3Y | +74.7% | -1.3% | +76.0% | +61.9% |
| 5Y | +66.1% | -54.2% | +120.3% | +61.6% |
| 10Y | +225.0% | -6.1% | +231.1% | +168.1% |
| All | +358.5% | +837.3% | -478.8% | +197.9% |
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