+10.4%
UDR vs AMBA
-34.6%
+45.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.1% |
| 7D | +2.0% | -2.6% | +4.7% | +2.0% |
| 30D | +7.9% | -10.5% | +18.4% | +7.9% |
| 3M | -1.5% | -26.4% | +25.0% | -1.3% |
| 6M | +0.9% | -20.9% | +21.8% | +1.1% |
| YTD | +4.0% | -14.8% | +18.8% | +3.5% |
| 1Y | +10.4% | -36.1% | +46.4% | +10.8% |
| All | +10.4% | -34.6% | +45.0% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling