+45.9%
UPS vs AMBA
-0.9%
+46.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.0% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | +17.4% | -2.2% | +19.5% | +17.5% |
| 3M | +8.2% | -26.6% | +34.8% | +12.1% |
| 6M | +17.9% | -26.8% | +44.7% | +19.5% |
| YTD | +18.7% | -15.1% | +33.8% | +16.7% |
| 1Y | +24.8% | -32.3% | +57.1% | +26.3% |
| 3Y | -4.5% | +19.8% | -24.3% | -15.7% |
| 5Y | -33.2% | -69.2% | +36.0% | -32.3% |
| All | +45.9% | -0.9% | +46.8% | +6.2% |
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 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