+161.5%
UL vs AMBA
+722.2%
-560.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.5% |
| 7D | +5.5% | -14.6% | +20.1% | +6.1% |
| 30D | +11.4% | -18.8% | +30.2% | +12.1% |
| 3M | +6.0% | -32.6% | +38.6% | +7.4% |
| 6M | +18.0% | -25.8% | +43.8% | +18.2% |
| YTD | +6.2% | -22.1% | +28.3% | +5.8% |
| 1Y | +1.5% | -36.2% | +37.7% | +2.0% |
| 3Y | +39.8% | +10.0% | +29.8% | +33.5% |
| 5Y | +34.3% | -71.6% | +105.9% | +35.2% |
| 10Y | +102.6% | -4.7% | +107.4% | +81.8% |
| All | +161.5% | +722.2% | -560.7% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling