-0.9%
ACM vs AMBA
-70.4%
+69.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.8% |
| 7D | +5.4% | -7.2% | +12.6% | +6.4% |
| 30D | +15.1% | -10.4% | +25.5% | +16.6% |
| 3M | -10.5% | -30.1% | +19.7% | -6.3% |
| 6M | -19.7% | -22.4% | +2.7% | -19.2% |
| YTD | -28.8% | -17.3% | -11.5% | -29.7% |
| 1Y | -47.9% | -35.4% | -12.5% | -46.8% |
| 3Y | -12.4% | +18.6% | -31.0% | -23.9% |
| All | -0.9% | -70.4% | +69.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling