+105.9%
USB vs AMBA
-5.3%
+111.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +2.1% | -6.4% | +8.5% | +3.2% |
| 30D | -2.3% | -26.8% | +24.6% | +2.7% |
| 3M | +13.9% | -7.6% | +21.5% | +12.9% |
| 6M | +21.6% | +21.2% | +0.4% | +12.9% |
| YTD | +19.3% | -10.4% | +29.7% | +16.5% |
| 1Y | +33.6% | -24.4% | +58.0% | +33.0% |
| 3Y | +97.7% | +6.0% | +91.7% | +76.5% |
| 5Y | +40.4% | -53.9% | +94.3% | +33.4% |
| 10Y | +105.9% | -6.2% | +112.1% | +48.5% |
| All | +105.9% | -5.3% | +111.2% | +48.5% |
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