-0.1%
AMBA vs URA
+278.3%
-278.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +3.7% |
| 7D | -7.2% | -4.1% | -3.1% | -4.9% |
| 30D | -10.4% | -19.0% | +8.6% | +0.8% |
| 3M | -30.1% | -25.1% | -5.0% | -18.6% |
| 6M | -22.4% | -44.5% | +22.1% | +6.6% |
| YTD | -17.3% | -24.3% | +7.0% | -6.3% |
| 1Y | -35.4% | -28.1% | -7.3% | -25.0% |
| 3Y | +18.6% | +40.7% | -22.1% | -10.6% |
| 5Y | -69.8% | +35.5% | -105.3% | -77.7% |
| All | -0.1% | +278.3% | -278.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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