+154.2%
UPS vs AMBA
+722.2%
-568.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.6% | -1.8% |
| 7D | +3.5% | -14.6% | +18.0% | +5.2% |
| 30D | +19.3% | -18.8% | +38.1% | +21.8% |
| 3M | +4.7% | -32.6% | +37.3% | +9.0% |
| 6M | +17.0% | -25.8% | +42.8% | +18.1% |
| YTD | +17.3% | -22.1% | +39.4% | +17.0% |
| 1Y | +27.4% | -36.2% | +63.6% | +29.5% |
| 3Y | -7.7% | +10.0% | -17.7% | -15.2% |
| 5Y | -32.4% | -71.6% | +39.1% | -31.3% |
| 10Y | +53.3% | -4.7% | +58.0% | +28.7% |
| All | +154.2% | +722.2% | -568.0% | +85.7% |
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