-38.9%
ACI vs AMBA
-1.0%
-38.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +0.2% | -11.0% | +11.1% | -0.1% |
| 30D | +5.9% | -23.2% | +29.1% | +5.4% |
| 3M | -19.8% | -12.7% | -7.1% | -19.8% |
| 6M | -24.7% | +11.2% | -36.0% | -24.7% |
| YTD | -24.4% | -11.2% | -13.2% | -24.1% |
| 1Y | -31.5% | -22.5% | -9.0% | -31.3% |
| All | -38.9% | -1.0% | -38.0% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling