+164.7%
ACGL vs AMBA
-70.4%
+235.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -3.1% |
| 7D | +0.9% | -7.2% | +8.1% | +1.0% |
| 30D | +13.7% | -10.4% | +24.1% | +13.9% |
| 3M | +8.0% | -30.1% | +38.2% | +8.9% |
| 6M | +13.3% | -22.4% | +35.7% | +13.3% |
| YTD | +11.8% | -17.3% | +29.2% | +11.2% |
| 1Y | +22.2% | -35.4% | +57.6% | +22.8% |
| 3Y | +32.5% | +18.6% | +13.9% | +24.2% |
| All | +164.7% | -70.4% | +235.1% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling