-45.8%
ACM vs AMBA
-32.6%
-13.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.7% |
| 7D | +3.0% | +2.6% | +0.4% | +2.8% |
| 30D | +19.7% | -3.6% | +23.3% | +19.7% |
| 3M | +5.3% | -24.6% | +29.9% | +6.6% |
| 6M | -10.8% | -21.6% | +10.8% | -10.5% |
| YTD | -25.1% | -11.8% | -13.3% | -26.8% |
| 1Y | -45.8% | -33.2% | -12.6% | -49.1% |
| All | -45.8% | -32.6% | -13.2% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling