+109.7%
UL vs AMBA
-0.9%
+110.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.1% | +2.7% | -1.6% | +1.0% |
| 30D | +4.5% | -2.2% | +6.7% | +4.5% |
| 3M | +6.5% | -26.6% | +33.1% | +7.5% |
| 6M | +18.2% | -26.8% | +44.9% | +18.5% |
| YTD | +4.7% | -15.1% | +19.8% | +3.9% |
| 1Y | +0.8% | -32.3% | +33.0% | +1.0% |
| 3Y | +35.9% | +19.8% | +16.1% | +28.5% |
| 5Y | +33.4% | -69.2% | +102.7% | +34.2% |
| All | +109.7% | -0.9% | +110.7% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling