+1,654.0%
UMC vs AMBA
-9.0%
+1,663.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +5.0% | -11.0% | +15.9% | +8.0% |
| 30D | +7.7% | -23.2% | +30.8% | +14.8% |
| 3M | +1.7% | -12.7% | +14.4% | +3.4% |
| 6M | +113.9% | +11.2% | +102.7% | +103.1% |
| YTD | +168.9% | -11.2% | +180.1% | +166.3% |
| 1Y | +207.2% | -22.5% | +229.7% | +209.9% |
| 3Y | +227.7% | -1.3% | +229.0% | +190.2% |
| 5Y | +118.0% | -54.2% | +172.2% | +115.1% |
| All | +1,654.0% | -9.0% | +1,663.0% | +1,292.6% |
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