-29.3%
AMBP price history and return analytics
+64.3%
-93.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.1% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | +8.9% | -2.6% | +11.5% | +11.5% |
| 3M | -3.0% | -3.2% | +0.3% | 0.0% |
| 6M | +25.3% | +0.9% | +24.4% | +23.4% |
| YTD | +25.2% | +11.3% | +13.9% | +11.3% |
| 1Y | +50.9% | +14.0% | +36.9% | +30.6% |
| 3Y | +81.8% | +75.8% | +6.0% | -4.3% |
| 5Y | -22.0% | +57.8% | -79.9% | -56.3% |
| All | -29.3% | +64.3% | -93.6% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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