+131.1%
ACM vs AMBA
+4.3%
+126.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +6.6% | -2.7% | +9.3% | +7.0% |
| 30D | +19.8% | -10.5% | +30.3% | +21.9% |
| 3M | -3.1% | -26.4% | +23.3% | +1.8% |
| 6M | -11.5% | -20.9% | +9.4% | -11.2% |
| YTD | -24.7% | -14.8% | -9.9% | -26.3% |
| 1Y | -45.1% | -36.1% | -9.0% | -43.5% |
| 3Y | -8.9% | +20.2% | -29.1% | -23.5% |
| 5Y | +5.4% | -67.2% | +72.6% | +8.6% |
| 10Y | +131.1% | +4.9% | +126.1% | +46.7% |
| All | +131.1% | +4.3% | +126.7% | +46.7% |
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