+26.3%
ACI vs AMBA
+35.6%
-9.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +0.2% | -11.0% | +11.1% | 0.0% |
| 30D | +5.9% | -23.2% | +29.1% | +5.6% |
| 3M | -19.8% | -12.7% | -7.1% | -19.8% |
| 6M | -24.7% | +11.2% | -36.0% | -24.6% |
| YTD | -24.4% | -11.2% | -13.2% | -24.3% |
| 1Y | -31.5% | -22.5% | -9.0% | -31.4% |
| 3Y | -38.7% | -1.3% | -37.4% | -38.7% |
| 5Y | -42.8% | -54.2% | +11.4% | -44.7% |
| All | +26.3% | +35.6% | -9.3% | +20.4% |
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