+10.2%
VTRS vs AMBA
+831.3%
-821.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +9.6% | +2.6% | +7.0% | +9.1% |
| 30D | +20.1% | -3.6% | +23.6% | +20.5% |
| 3M | +30.3% | -24.6% | +54.9% | +35.1% |
| 6M | +26.3% | -21.6% | +47.9% | +26.5% |
| YTD | +73.1% | -11.8% | +84.9% | +68.5% |
| 1Y | +94.7% | -33.2% | +127.9% | +97.3% |
| 3Y | +159.7% | +24.5% | +135.2% | +126.9% |
| 5Y | +79.7% | -67.7% | +147.4% | +82.8% |
| 10Y | -30.5% | +4.7% | -35.2% | -47.7% |
| All | +10.2% | +831.3% | -821.1% | -35.1% |
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