+317.5%
UMAC vs AMBA
+17.6%
+299.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -1.5% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | -35.6% | -3.6% | -32.0% | -33.3% |
| 3M | -51.3% | -24.6% | -26.7% | -42.8% |
| 6M | -17.5% | -21.6% | +4.1% | -9.1% |
| YTD | -0.7% | -11.8% | +11.1% | +0.2% |
| 1Y | +16.5% | -33.2% | +49.7% | +35.9% |
| All | +317.5% | +17.6% | +299.9% | +272.2% |
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