+76.5%
VUG vs AMBA
-54.5%
+131.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.1% | -11.0% | +10.9% | +2.3% |
| 30D | -0.3% | -23.2% | +22.8% | +5.2% |
| 3M | -0.7% | -12.7% | +12.0% | -0.2% |
| 6M | +14.6% | +11.2% | +3.4% | +7.2% |
| YTD | +9.0% | -11.2% | +20.2% | +6.4% |
| 1Y | +14.9% | -22.5% | +37.4% | +13.9% |
| 3Y | +86.0% | -1.3% | +87.4% | +63.0% |
| All | +76.5% | -54.5% | +131.0% | +65.7% |
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 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