+272.3%
UMAC vs AMBA
+13.1%
+259.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -5.2% | +2.7% | -7.9% | -6.3% |
| 30D | -36.4% | -2.2% | -34.2% | -34.5% |
| 3M | -58.6% | -26.6% | -31.9% | -50.5% |
| 6M | -24.6% | -26.8% | +2.1% | -13.8% |
| YTD | -11.5% | -15.1% | +3.7% | -8.5% |
| 1Y | +16.9% | -32.3% | +49.2% | +35.0% |
| All | +272.3% | +13.1% | +259.1% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling