+40.9%
VTRS vs AMBA
-53.5%
+94.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -0.1% | -6.4% | +6.3% | +0.7% |
| 30D | +1.9% | -26.8% | +28.7% | +5.8% |
| 3M | +5.1% | -7.6% | +12.7% | +4.1% |
| 6M | +20.1% | +21.2% | -1.1% | +12.5% |
| YTD | +36.6% | -10.4% | +46.9% | +33.3% |
| 1Y | +64.1% | -24.4% | +88.5% | +62.6% |
| 3Y | +86.4% | +6.0% | +80.4% | +67.9% |
| 5Y | +40.9% | -53.9% | +94.8% | +32.8% |
| All | +40.9% | -53.5% | +94.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling