+15.9%
UMAC vs AMBA
-34.9%
+50.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -5.5% |
| 7D | -13.9% | -2.6% | -11.2% | -11.7% |
| 30D | -39.6% | -10.5% | -29.1% | -35.1% |
| 3M | -53.6% | -26.4% | -27.2% | -45.4% |
| 6M | -6.2% | -20.9% | +14.7% | +1.8% |
| YTD | -1.2% | -14.8% | +13.6% | +3.3% |
| All | +15.9% | -34.9% | +50.8% | +31.1% |
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