+43.7%
UPS vs AMBA
+4.3%
+39.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +1.7% | -2.6% | +4.4% | +2.0% |
| 30D | +17.4% | -10.5% | +27.9% | +18.9% |
| 3M | +7.7% | -26.4% | +34.2% | +11.6% |
| 6M | +13.8% | -20.9% | +34.7% | +14.0% |
| YTD | +17.3% | -14.8% | +32.1% | +15.3% |
| 1Y | +27.2% | -36.1% | +63.2% | +29.8% |
| 3Y | -5.6% | +20.2% | -25.9% | -16.7% |
| 5Y | -33.5% | -67.2% | +33.7% | -33.3% |
| 10Y | +43.7% | +5.0% | +38.7% | +4.4% |
| All | +43.7% | +4.3% | +39.3% | +4.4% |
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 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