+1,198.4%
UMC vs AMBA
+12.8%
+1,185.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.3% | +2.2% | +6.1% |
| 7D | -9.2% | 0.0% | -9.1% | -8.8% |
| 30D | -35.1% | -8.6% | -26.6% | -33.3% |
| 3M | -20.5% | -29.0% | +8.5% | -13.2% |
| 6M | -1.7% | -19.2% | +17.5% | +1.3% |
| YTD | +92.8% | -13.0% | +105.8% | +92.4% |
| 1Y | +104.5% | -31.3% | +135.7% | +114.5% |
| 3Y | +129.8% | +28.1% | +101.7% | +90.4% |
| 5Y | +74.0% | -69.4% | +143.4% | +88.9% |
| 10Y | +1,198.4% | +7.6% | +1,190.8% | +931.0% |
| All | +1,198.4% | +12.8% | +1,185.6% | +931.0% |
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