+746.3%
VUG vs AMBA
+837.3%
-91.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.1% | -11.0% | +10.9% | +1.9% |
| 30D | -0.3% | -23.2% | +22.8% | +4.2% |
| 3M | -0.7% | -12.7% | +12.0% | -0.2% |
| 6M | +14.6% | +11.2% | +3.4% | +9.1% |
| YTD | +9.0% | -11.2% | +20.2% | +7.3% |
| 1Y | +14.9% | -22.5% | +37.4% | +14.6% |
| 3Y | +86.0% | -1.3% | +87.4% | +70.2% |
| 5Y | +76.7% | -54.2% | +130.9% | +73.0% |
| 10Y | +411.3% | -6.1% | +417.4% | +317.2% |
| All | +746.3% | +837.3% | -91.0% | +434.0% |
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