+45.6%
UPS vs AMBA
-0.9%
+46.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -3.3% |
| 7D | 0.0% | -7.2% | +7.3% | +0.9% |
| 30D | +17.3% | -10.4% | +27.7% | +18.7% |
| 3M | +6.6% | -30.1% | +36.7% | +11.2% |
| 6M | +12.0% | -22.4% | +34.4% | +12.4% |
| YTD | +14.4% | -17.3% | +31.7% | +12.9% |
| 1Y | +23.3% | -35.4% | +58.7% | +25.5% |
| 3Y | -9.6% | +18.6% | -28.2% | -20.1% |
| 5Y | -34.1% | -69.8% | +35.7% | -33.2% |
| All | +45.6% | -0.9% | +46.5% | +6.5% |
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