+35.0%
UL vs AMBA
+23.3%
+11.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +7.0% | -8.6% | +15.6% | +6.7% |
| 3M | +5.8% | -29.0% | +34.8% | +4.8% |
| 6M | +16.1% | -19.2% | +35.3% | +16.0% |
| YTD | +4.5% | -13.0% | +17.5% | +4.5% |
| 1Y | -1.3% | -31.3% | +30.0% | -1.4% |
| 3Y | +35.0% | +28.1% | +6.8% | +32.3% |
| All | +35.0% | +23.3% | +11.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling