+810.4%
AMBA vs URA
+7.5%
+802.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.3% | -4.2% | -6.7% |
| 7D | -14.6% | -13.3% | -1.3% | -7.8% |
| 30D | -18.8% | -25.9% | +7.1% | -4.7% |
| 3M | -32.6% | -27.8% | -4.8% | -20.4% |
| 6M | -25.8% | -42.8% | +17.0% | -0.7% |
| YTD | -22.1% | -27.5% | +5.4% | -10.0% |
| 1Y | -36.2% | -35.1% | -1.1% | -22.3% |
| 3Y | +10.0% | +31.1% | -21.1% | -12.1% |
| 5Y | -71.6% | +29.8% | -101.3% | -77.9% |
| 10Y | -4.7% | +265.1% | -269.9% | -59.3% |
| All | +810.4% | +7.5% | +802.9% | +554.5% |
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