+242.6%
ACM vs AMBA
+807.9%
-565.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.3% |
| 7D | +9.5% | -8.1% | +17.6% | +11.1% |
| 30D | +14.7% | -10.8% | +25.5% | +16.8% |
| 3M | -9.5% | -25.9% | +16.4% | -5.2% |
| 6M | -18.0% | -13.9% | -4.2% | -19.0% |
| YTD | -27.3% | -14.0% | -13.3% | -28.7% |
| 1Y | -47.0% | -25.7% | -21.3% | -47.1% |
| 3Y | -10.6% | +21.5% | -32.0% | -23.4% |
| 5Y | +5.3% | -68.9% | +74.3% | +9.1% |
| 10Y | +167.0% | +5.2% | +161.8% | +95.8% |
| All | +242.6% | +807.9% | -565.3% | +83.9% |
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