+621.4%
ACGL vs AMBA
+837.3%
-215.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -0.7% | -11.0% | +10.2% | 0.0% |
| 30D | -1.0% | -23.2% | +22.2% | +0.7% |
| 3M | +11.0% | -12.7% | +23.8% | +10.9% |
| 6M | -0.3% | +11.2% | -11.5% | -2.9% |
| YTD | +2.3% | -11.2% | +13.5% | +1.1% |
| 1Y | +6.4% | -22.5% | +28.9% | +5.6% |
| 3Y | +34.0% | -1.3% | +35.3% | +26.3% |
| 5Y | +161.6% | -54.2% | +215.8% | +154.2% |
| 10Y | +278.6% | -6.1% | +284.7% | +220.8% |
| All | +621.4% | +837.3% | -215.8% | +438.0% |
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