+1,166.8%
UMC vs AMBA
+772.6%
+394.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.2% |
| 7D | -17.0% | -7.2% | -9.7% | -15.4% |
| 30D | -40.6% | -10.4% | -30.2% | -39.0% |
| 3M | -27.9% | -30.1% | +2.3% | -22.4% |
| 6M | -7.5% | -22.4% | +15.0% | -4.2% |
| YTD | +79.3% | -17.3% | +96.7% | +81.5% |
| 1Y | +92.8% | -35.4% | +128.2% | +103.4% |
| 3Y | +108.2% | +18.6% | +89.5% | +85.0% |
| 5Y | +68.4% | -69.8% | +138.3% | +80.1% |
| 10Y | +1,107.7% | +1.1% | +1,106.6% | +955.3% |
| All | +1,166.8% | +772.6% | +394.2% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling