+556.1%
VTI vs AMBA
+837.3%
-281.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.1% | -11.0% | +11.1% | +1.8% |
| 30D | 0.0% | -23.2% | +23.2% | +3.8% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.0% | +11.2% | +1.7% | +8.1% |
| YTD | +13.9% | -11.2% | +25.2% | +12.3% |
| 1Y | +20.0% | -22.5% | +42.5% | +19.6% |
| 3Y | +75.8% | -1.3% | +77.1% | +62.2% |
| 5Y | +73.8% | -54.2% | +128.0% | +69.1% |
| 10Y | +297.5% | -6.1% | +303.6% | +225.6% |
| All | +556.1% | +837.3% | -281.2% | +317.6% |
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