+473.6%
UAL vs AMBA
+807.9%
-334.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +8.4% |
| 7D | +11.9% | -8.1% | +20.0% | +14.1% |
| 30D | +5.2% | -10.8% | +16.0% | +7.9% |
| 3M | -12.7% | -25.9% | +13.2% | -6.8% |
| 6M | +28.5% | -13.9% | +42.4% | +27.4% |
| YTD | +3.5% | -14.0% | +17.5% | +2.0% |
| 1Y | +27.5% | -25.7% | +53.2% | +29.0% |
| 3Y | +208.6% | +21.5% | +187.2% | +165.4% |
| 5Y | +135.6% | -68.9% | +204.5% | +151.6% |
| 10Y | +102.3% | +5.2% | +97.1% | +56.0% |
| All | +473.6% | +807.9% | -334.3% | +256.4% |
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