-22.7%
ACI vs AMBA
-35.5%
+12.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.1% |
| 7D | -0.5% | +10.7% | -11.1% | +0.3% |
| 30D | +4.9% | -5.0% | +9.9% | +4.6% |
| 3M | +11.1% | -26.9% | +38.0% | +9.4% |
| 6M | -14.9% | -21.9% | +7.0% | -14.9% |
| YTD | -19.6% | -13.8% | -5.8% | -17.1% |
| 1Y | -22.7% | -36.1% | +13.4% | -21.4% |
| All | -22.7% | -35.5% | +12.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling