+344.9%
UMAC vs AMBA
+16.0%
+328.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.3% | +8.0% | +10.3% |
| 7D | -5.5% | 0.0% | -5.5% | -4.4% |
| 30D | -35.3% | -8.6% | -26.7% | -31.0% |
| 3M | -48.4% | -29.0% | -19.4% | -37.5% |
| 6M | +0.4% | -19.2% | +19.7% | +9.2% |
| YTD | +5.8% | -13.0% | +18.8% | +7.6% |
| 1Y | +27.3% | -31.3% | +58.5% | +46.2% |
| All | +344.9% | +16.0% | +328.9% | +299.6% |
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 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