-23.7%
ACI vs AMBA
-34.0%
+10.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.1% |
| 7D | -5.3% | +2.6% | -7.9% | -5.1% |
| 30D | +5.0% | -3.6% | +8.6% | +4.9% |
| 3M | +7.5% | -24.6% | +32.1% | +6.1% |
| 6M | -16.0% | -21.6% | +5.6% | -15.9% |
| YTD | -20.6% | -11.8% | -8.9% | -18.0% |
| All | -23.7% | -34.0% | +10.3% | -22.3% |
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