+30.3%
ACI vs AMBA
+26.2%
+4.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -3.3% |
| 7D | -2.2% | -7.2% | +5.0% | -2.3% |
| 30D | +10.3% | -10.4% | +20.7% | +10.1% |
| 3M | +7.2% | -30.1% | +37.3% | +6.7% |
| 6M | -18.0% | -22.4% | +4.4% | -18.1% |
| YTD | -22.0% | -17.3% | -4.6% | -21.9% |
| 1Y | -23.4% | -35.4% | +12.0% | -23.3% |
| 3Y | -35.8% | +18.6% | -54.4% | -35.8% |
| 5Y | -43.7% | -69.8% | +26.1% | -46.3% |
| All | +30.3% | +26.2% | +4.1% | +24.1% |
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