+65.0%
UBER vs AMBA
+23.6%
+41.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -2.0% |
| 7D | +5.1% | -7.2% | +12.4% | +7.1% |
| 30D | +0.2% | -10.4% | +10.6% | +2.7% |
| 3M | -2.7% | -30.1% | +27.5% | +6.3% |
| 6M | -13.4% | -22.4% | +9.1% | -13.8% |
| YTD | -16.1% | -17.3% | +1.3% | -20.0% |
| 1Y | -25.5% | -35.4% | +9.8% | -24.0% |
| 3Y | +42.5% | +18.6% | +23.9% | +5.0% |
| 5Y | +45.3% | -69.8% | +115.2% | +57.1% |
| All | +65.0% | +23.6% | +41.4% | -11.1% |
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