+156.3%
UMAC vs AMBA
-20.7%
+177.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -0.9% | -11.0% | +10.0% | +5.0% |
| 30D | -7.7% | -23.2% | +15.5% | +5.7% |
| 3M | -26.4% | -12.7% | -13.7% | -21.7% |
| 6M | +61.9% | +11.2% | +50.6% | +47.6% |
| YTD | +86.5% | -11.2% | +97.7% | +87.7% |
| 1Y | +156.3% | -22.5% | +178.9% | +175.6% |
| All | +156.3% | -20.7% | +177.0% | +175.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling