+95.3%
UL vs AMBA
-0.9%
+96.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.7% | -2.7% |
| 7D | +1.1% | -7.2% | +8.4% | +1.4% |
| 30D | +8.2% | -10.4% | +18.6% | +8.5% |
| 3M | +4.5% | -30.1% | +34.7% | +5.7% |
| 6M | +12.6% | -22.4% | +35.0% | +12.5% |
| YTD | +3.5% | -17.3% | +20.9% | +2.9% |
| 1Y | -0.4% | -35.4% | +35.0% | 0.0% |
| 3Y | +36.0% | +18.6% | +17.4% | +28.6% |
| 5Y | +30.9% | -69.8% | +100.8% | +31.7% |
| All | +95.3% | -0.9% | +96.2% | +66.4% |
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