+31.5%
ACI vs AMBA
+32.9%
-1.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.3% | +1.0% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | +7.2% | -8.6% | +15.8% | +7.1% |
| 3M | +8.8% | -29.0% | +37.8% | +8.4% |
| 6M | -17.2% | -19.2% | +2.0% | -17.2% |
| YTD | -21.3% | -13.0% | -8.3% | -21.1% |
| 1Y | -23.7% | -31.3% | +7.5% | -23.6% |
| 3Y | -32.8% | +28.1% | -61.0% | -32.8% |
| 5Y | -41.4% | -69.4% | +28.1% | -44.1% |
| All | +31.5% | +32.9% | -1.4% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling