+103.9%
UL vs AMBA
+7.9%
+96.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.2% |
| 7D | -1.7% | +2.6% | -4.3% | -1.8% |
| 30D | +4.5% | -3.6% | +8.1% | +4.5% |
| 3M | +5.5% | -24.6% | +30.1% | +6.4% |
| 6M | +17.0% | -21.6% | +38.6% | +17.0% |
| YTD | +3.2% | -11.8% | +15.0% | +2.3% |
| 1Y | -1.9% | -33.2% | +31.3% | -1.5% |
| 3Y | +33.6% | +24.5% | +9.1% | +26.2% |
| 5Y | +31.5% | -67.7% | +99.2% | +32.0% |
| 10Y | +103.9% | +4.7% | +99.2% | +73.2% |
| All | +103.9% | +7.9% | +96.1% | +73.2% |
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