+757.4%
UMAC vs AMBA
+19.5%
+738.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +8.8% |
| 7D | +14.7% | -6.4% | +21.1% | +18.6% |
| 30D | -0.5% | -26.8% | +26.4% | +18.0% |
| 3M | +0.5% | -7.6% | +8.1% | +3.7% |
| 6M | +57.9% | +21.2% | +36.7% | +36.1% |
| YTD | +103.9% | -10.4% | +114.3% | +103.2% |
| 1Y | +159.3% | -24.4% | +183.7% | +178.9% |
| All | +757.4% | +19.5% | +738.0% | +654.3% |
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 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