-33.6%
ACI vs AMBA
+10.0%
-43.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -3.9% |
| 7D | +3.5% | -14.6% | +18.1% | +3.0% |
| 30D | +16.8% | -18.8% | +35.6% | +16.1% |
| 3M | +13.1% | -32.6% | +45.7% | +12.1% |
| 6M | -15.6% | -25.8% | +10.2% | -15.9% |
| YTD | -19.2% | -22.1% | +2.9% | -19.2% |
| 1Y | -20.7% | -36.2% | +15.5% | -20.6% |
| All | -33.6% | +10.0% | -43.6% | -36.2% |
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