+70.0%
UBER vs AMBA
+31.9%
+38.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.1% |
| 7D | +1.2% | +2.6% | -1.4% | +0.2% |
| 30D | -1.1% | -3.6% | +2.4% | -0.6% |
| 3M | -10.0% | -24.6% | +14.6% | -3.7% |
| 6M | -7.2% | -21.6% | +14.4% | -7.7% |
| YTD | -13.5% | -11.8% | -1.7% | -19.1% |
| 1Y | -24.5% | -33.2% | +8.7% | -23.4% |
| 3Y | +37.0% | +24.5% | +12.5% | -0.2% |
| 5Y | +63.3% | -67.7% | +131.0% | +73.4% |
| All | +70.0% | +31.9% | +38.1% | -10.1% |
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