+156.2%
ACM vs AMBA
-0.9%
+157.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.1% |
| 7D | +5.4% | -7.2% | +12.6% | +6.7% |
| 30D | +15.1% | -10.4% | +25.5% | +17.0% |
| 3M | -10.5% | -30.1% | +19.7% | -5.0% |
| 6M | -19.7% | -22.4% | +2.7% | -19.1% |
| YTD | -28.8% | -17.3% | -11.5% | -29.9% |
| 1Y | -47.9% | -35.4% | -12.5% | -46.5% |
| 3Y | -12.4% | +18.6% | -31.0% | -26.3% |
| 5Y | +0.6% | -69.8% | +70.4% | +5.4% |
| All | +156.2% | -0.9% | +157.1% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling