+134.2%
UPS vs AMBA
+837.3%
-703.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.9% | -11.0% | +8.1% | -1.6% |
| 30D | -3.5% | -23.2% | +19.7% | -0.7% |
| 3M | -5.7% | -12.7% | +7.0% | -5.7% |
| 6M | -4.4% | +11.2% | -15.6% | -7.7% |
| YTD | +8.0% | -11.2% | +19.2% | +6.6% |
| 1Y | +29.0% | -22.5% | +51.6% | +28.4% |
| 3Y | -27.7% | -1.3% | -26.4% | -32.5% |
| 5Y | -34.3% | -54.2% | +19.8% | -36.4% |
| 10Y | +37.8% | -6.1% | +43.9% | +15.4% |
| All | +134.2% | +837.3% | -703.1% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling