-33.2%
UPS vs AMBA
-66.8%
+33.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.8% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | +17.9% | -3.6% | +21.5% | +18.2% |
| 3M | +9.4% | -24.6% | +34.0% | +12.7% |
| 6M | +16.2% | -21.6% | +37.8% | +16.5% |
| YTD | +18.8% | -11.8% | +30.5% | +16.1% |
| 1Y | +26.1% | -33.2% | +59.3% | +27.8% |
| 3Y | -4.5% | +24.5% | -28.9% | -16.7% |
| 5Y | -33.2% | -67.7% | +34.4% | -37.0% |
| All | -33.2% | -66.8% | +33.5% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling