+164.5%
ACGL vs AMBA
-54.5%
+219.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -0.7% | -11.0% | +10.2% | -0.5% |
| 30D | -1.0% | -23.2% | +22.2% | -0.3% |
| 3M | +11.0% | -12.7% | +23.8% | +10.9% |
| 6M | -0.3% | +11.2% | -11.5% | -1.8% |
| YTD | +2.3% | -11.2% | +13.5% | +1.6% |
| 1Y | +6.4% | -22.5% | +28.9% | +6.0% |
| 3Y | +34.0% | -1.3% | +35.3% | +28.4% |
| All | +164.5% | -54.5% | +219.0% | +155.2% |
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