+1.2%
AMBA vs UEC
+617.0%
-615.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.7% |
| 7D | -2.6% | -5.2% | +2.5% | -1.4% |
| 30D | -10.5% | -22.0% | +11.5% | -5.3% |
| 3M | -26.4% | -37.0% | +10.6% | -18.7% |
| 6M | -20.9% | -52.7% | +31.8% | -7.4% |
| YTD | -14.8% | -38.6% | +23.8% | -7.9% |
| 1Y | -36.1% | -44.6% | +8.5% | -29.6% |
| 3Y | +20.2% | +27.1% | -6.9% | +1.3% |
| 5Y | -67.2% | +37.9% | -105.1% | -75.3% |
| All | +1.2% | +617.0% | -615.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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