-25.9%
UPS vs AMBA
-1.0%
-25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.9% | -11.0% | +8.1% | -1.8% |
| 30D | -3.5% | -23.2% | +19.7% | -1.0% |
| 3M | -5.7% | -12.7% | +7.0% | -5.9% |
| 6M | -4.4% | +11.2% | -15.6% | -8.4% |
| YTD | +8.0% | -11.2% | +19.2% | +6.0% |
| 1Y | +29.0% | -22.5% | +51.6% | +27.5% |
| All | -25.9% | -1.0% | -25.0% | -30.2% |
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 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