+40.0%
ACI vs AMBA
+31.3%
+8.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +3.5% |
| 7D | +4.5% | -8.1% | +12.6% | +4.3% |
| 30D | +20.9% | -10.8% | +31.6% | +20.7% |
| 3M | +15.2% | -25.9% | +41.2% | +14.9% |
| 6M | -13.3% | -13.9% | +0.5% | -13.3% |
| YTD | -16.2% | -14.0% | -2.2% | -16.1% |
| 1Y | -16.9% | -25.7% | +8.8% | -16.8% |
| 3Y | -30.8% | +21.5% | -52.3% | -30.8% |
| 5Y | -39.4% | -68.9% | +29.5% | -42.2% |
| All | +40.0% | +31.3% | +8.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling