-9.6%
UPS vs AMBA
+16.7%
-26.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -3.0% |
| 7D | 0.0% | -7.2% | +7.3% | +0.7% |
| 30D | +17.3% | -10.4% | +27.7% | +18.3% |
| 3M | +6.6% | -30.1% | +36.7% | +9.9% |
| 6M | +12.0% | -22.4% | +34.4% | +12.0% |
| YTD | +14.4% | -17.3% | +31.7% | +12.5% |
| 1Y | +23.3% | -35.4% | +58.7% | +24.6% |
| 3Y | -9.6% | +18.6% | -28.2% | -22.4% |
| All | -9.6% | +16.7% | -26.4% | -22.4% |
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 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