+679.9%
VUG vs AMBA
+722.2%
-42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +4.0% | -3.8% |
| 7D | -7.1% | -14.6% | +7.4% | -4.6% |
| 30D | -12.1% | -18.8% | +6.7% | -9.0% |
| 3M | -8.1% | -32.6% | +24.5% | -2.1% |
| 6M | -3.2% | -25.8% | +22.6% | -1.1% |
| YTD | +0.5% | -22.1% | +22.6% | +0.8% |
| 1Y | -0.7% | -36.2% | +35.5% | +2.6% |
| 3Y | +77.1% | +10.0% | +67.2% | +58.7% |
| 5Y | +56.2% | -71.6% | +127.7% | +64.2% |
| 10Y | +394.1% | -4.7% | +398.8% | +306.2% |
| All | +679.9% | +722.2% | -42.3% | +401.7% |
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 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