-28.6%
U vs AMBA
+1.8%
-30.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -9.4% | +24.4% | +19.0% |
| 7D | +24.3% | -14.6% | +38.8% | +32.0% |
| 30D | +8.6% | -18.8% | +27.4% | +17.8% |
| 3M | +37.6% | -32.6% | +70.2% | +60.5% |
| 6M | +78.5% | -25.8% | +104.3% | +82.5% |
| YTD | +10.5% | -22.1% | +32.6% | +8.0% |
| 1Y | +15.2% | -36.2% | +51.4% | +22.7% |
| 3Y | +76.6% | +10.0% | +66.6% | +26.3% |
| 5Y | -67.9% | -71.6% | +3.7% | -63.5% |
| All | -28.6% | +1.8% | -30.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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