-14.0%
UUUU vs AMBA
+818.6%
-832.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.3% | +4.5% | +8.1% |
| 7D | -1.1% | 0.0% | -1.0% | -1.0% |
| 30D | -26.6% | -8.6% | -18.0% | -24.4% |
| 3M | -48.3% | -29.0% | -19.3% | -42.7% |
| 6M | -65.8% | -19.2% | -46.6% | -64.7% |
| YTD | -49.7% | -13.0% | -36.7% | -49.7% |
| 1Y | -53.3% | -31.3% | -22.0% | -50.1% |
| 3Y | -7.4% | +28.1% | -35.5% | -23.0% |
| 5Y | -33.4% | -69.4% | +36.1% | -23.2% |
| 10Y | +441.5% | +7.6% | +433.9% | +333.7% |
| All | -14.0% | +818.6% | -832.6% | -50.8% |
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