+36.0%
UL vs AMBA
+16.7%
+19.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.7% | -2.3% |
| 7D | +1.1% | -7.2% | +8.4% | +0.9% |
| 30D | +8.2% | -10.4% | +18.6% | +7.9% |
| 3M | +4.5% | -30.1% | +34.7% | +3.5% |
| 6M | +12.6% | -22.4% | +35.0% | +12.2% |
| YTD | +3.5% | -17.3% | +20.9% | +3.4% |
| 1Y | -0.4% | -35.4% | +35.0% | -0.8% |
| 3Y | +36.0% | +18.6% | +17.4% | +34.3% |
| All | +36.0% | +16.7% | +19.3% | +34.3% |
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