+937.8%
AMBA vs URA
+59.8%
+878.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -11.0% | +1.1% | -12.0% | -11.6% |
| 30D | -23.2% | +7.4% | -30.6% | -26.3% |
| 3M | -12.7% | -8.4% | -4.3% | -8.5% |
| 6M | +11.2% | -12.7% | +23.9% | +18.1% |
| YTD | -11.2% | +7.8% | -19.0% | -16.6% |
| 1Y | -22.5% | +19.5% | -42.0% | -32.4% |
| 3Y | -1.3% | +116.4% | -117.7% | -40.0% |
| 5Y | -54.2% | +134.3% | -188.4% | -74.1% |
| 10Y | -6.1% | +359.3% | -365.4% | -64.8% |
| All | +937.8% | +59.8% | +878.0% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling