+0.1%
AMBA vs UEC
+616.1%
-616.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | +2.7% | -3.8% | +6.4% | +3.6% |
| 30D | -2.2% | -13.5% | +11.3% | +1.1% |
| 3M | -26.6% | -40.5% | +13.8% | -17.9% |
| 6M | -26.8% | -56.7% | +29.9% | -12.5% |
| YTD | -15.1% | -43.0% | +27.8% | -6.6% |
| 1Y | -32.3% | -42.5% | +10.3% | -26.0% |
| 3Y | +19.8% | +11.6% | +8.3% | +4.1% |
| 5Y | -69.2% | +21.8% | -91.0% | -76.2% |
| All | +0.1% | +616.1% | -616.0% | -49.2% |
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