+222.3%
UMC vs AMBA
-24.5%
+246.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.1% | +4.8% |
| 7D | +6.6% | -6.4% | +13.0% | +8.3% |
| 30D | +16.6% | -26.8% | +43.4% | +25.4% |
| 3M | +11.0% | -7.6% | +18.6% | +11.8% |
| 6M | +131.3% | +21.2% | +110.1% | +124.5% |
| YTD | +182.5% | -10.4% | +192.9% | +175.6% |
| 1Y | +222.3% | -24.4% | +246.7% | +212.4% |
| All | +222.3% | -24.5% | +246.8% | +212.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling