+396.3%
VUG vs AMBA
+12.8%
+383.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +1.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -8.2% | -8.6% | +0.4% | -6.6% |
| 3M | -5.4% | -29.0% | +23.5% | +0.9% |
| 6M | -2.5% | -19.2% | +16.7% | -2.0% |
| YTD | +4.2% | -13.0% | +17.2% | +1.9% |
| 1Y | +5.0% | -31.3% | +36.3% | +7.4% |
| 3Y | +81.7% | +28.1% | +53.6% | +51.9% |
| 5Y | +62.5% | -69.4% | +132.0% | +70.1% |
| 10Y | +396.3% | +7.6% | +388.7% | +249.7% |
| All | +396.3% | +12.8% | +383.5% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling