+451.9%
UAL vs AMBA
+837.3%
-385.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +0.7% | -11.0% | +11.7% | +3.5% |
| 30D | -16.1% | -23.2% | +7.1% | -10.8% |
| 3M | +6.1% | -12.7% | +18.9% | +6.5% |
| 6M | +10.8% | +11.2% | -0.4% | +3.6% |
| YTD | -0.4% | -11.2% | +10.8% | -2.1% |
| 1Y | +5.0% | -22.5% | +27.6% | +5.2% |
| 3Y | +124.0% | -1.3% | +125.3% | +102.5% |
| 5Y | +141.0% | -54.2% | +195.1% | +137.7% |
| 10Y | +118.0% | -6.1% | +124.1% | +70.6% |
| All | +451.9% | +837.3% | -385.3% | +242.0% |
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