+101.3%
USB vs AMBA
+10.7%
+90.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +2.4% | -8.1% | +10.5% | +3.8% |
| 30D | +6.6% | -10.8% | +17.3% | +8.3% |
| 3M | -4.1% | -25.9% | +21.8% | +0.2% |
| 6M | +12.5% | -13.9% | +26.3% | +11.0% |
| YTD | +17.6% | -14.0% | +31.6% | +15.1% |
| 1Y | +36.5% | -25.7% | +62.2% | +36.2% |
| 3Y | +95.4% | +21.5% | +73.9% | +69.5% |
| 5Y | +26.1% | -68.9% | +95.1% | +29.1% |
| 10Y | +101.3% | +5.2% | +96.1% | +42.4% |
| All | +101.3% | +10.7% | +90.5% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling