+232.7%
ACM vs AMBA
+837.3%
-604.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.7% | -11.0% | +7.2% | -1.8% |
| 30D | -11.1% | -23.2% | +12.1% | -7.0% |
| 3M | -8.0% | -12.7% | +4.7% | -8.0% |
| 6M | -29.7% | +11.2% | -40.9% | -33.5% |
| YTD | -29.4% | -11.2% | -18.1% | -30.8% |
| 1Y | -46.4% | -22.5% | -23.9% | -46.9% |
| 3Y | -22.3% | -1.3% | -21.0% | -30.4% |
| 5Y | +4.5% | -54.2% | +58.6% | +0.2% |
| 10Y | +127.6% | -6.1% | +133.8% | +70.5% |
| All | +232.7% | +837.3% | -604.6% | +78.5% |
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