-11.7%
VTRS vs AMBA
+837.3%
-849.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.3% | -11.0% | +14.3% | +5.1% |
| 30D | -3.6% | -23.2% | +19.5% | +0.1% |
| 3M | +7.0% | -12.7% | +19.7% | +6.7% |
| 6M | +17.5% | +11.2% | +6.2% | +11.3% |
| YTD | +38.8% | -11.2% | +50.0% | +35.7% |
| 1Y | +69.2% | -22.5% | +91.7% | +67.1% |
| 3Y | +77.5% | -1.3% | +78.8% | +61.8% |
| 5Y | +39.9% | -54.2% | +94.1% | +34.2% |
| 10Y | -47.1% | -6.1% | -41.0% | -59.4% |
| All | -11.7% | +837.3% | -849.0% | -47.8% |
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 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