+713.1%
ACGL vs AMBA
+722.2%
-9.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | +0.5% |
| 7D | +6.4% | -14.6% | +20.9% | +7.5% |
| 30D | +16.6% | -18.8% | +35.4% | +18.1% |
| 3M | +11.6% | -32.6% | +44.2% | +14.2% |
| 6M | +17.5% | -25.8% | +43.3% | +17.9% |
| YTD | +15.3% | -22.1% | +37.4% | +14.7% |
| 1Y | +26.3% | -36.2% | +62.5% | +27.3% |
| 3Y | +35.9% | +10.0% | +25.9% | +26.0% |
| 5Y | +168.2% | -71.6% | +239.7% | +172.4% |
| 10Y | +352.0% | -4.7% | +356.7% | +283.3% |
| All | +713.1% | +722.2% | -9.1% | +510.1% |
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 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