+139.7%
UMC vs AMBA
+23.6%
+116.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | +17.8% | +10.7% | +7.1% | +14.9% |
| 30D | -29.6% | -5.0% | -24.6% | -28.4% |
| 3M | -18.4% | -26.9% | +8.5% | -12.1% |
| 6M | -0.1% | -21.9% | +21.8% | +3.6% |
| YTD | +104.0% | -13.8% | +117.8% | +104.3% |
| 1Y | +121.5% | -36.1% | +157.6% | +134.5% |
| All | +139.7% | +23.6% | +116.1% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling