+82.2%
UBER vs AMBA
+32.8%
+49.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -3.9% | -11.0% | +7.1% | -0.6% |
| 30D | +11.1% | -23.2% | +34.3% | +19.6% |
| 3M | +4.9% | -12.7% | +17.6% | +3.9% |
| 6M | -1.2% | +11.2% | -12.4% | -11.9% |
| YTD | -7.3% | -11.2% | +3.9% | -12.4% |
| 1Y | -17.6% | -22.5% | +4.9% | -20.6% |
| 3Y | +61.1% | -1.3% | +62.4% | +29.7% |
| 5Y | +87.9% | -54.2% | +142.1% | +75.3% |
| All | +82.2% | +32.8% | +49.5% | -2.6% |
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