+153.7%
ACN vs AMBA
+4.3%
+149.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | +24.6% | -10.5% | +35.1% | +26.1% |
| 3M | +46.2% | -26.4% | +72.6% | +51.6% |
| 6M | +46.2% | -20.9% | +67.1% | +44.9% |
| YTD | -0.9% | -14.8% | +13.9% | -4.0% |
| 1Y | +8.8% | -36.1% | +44.8% | +10.2% |
| 3Y | -14.3% | +20.2% | -34.5% | -27.0% |
| 5Y | -22.6% | -67.2% | +44.6% | -22.8% |
| 10Y | +153.7% | +5.0% | +148.8% | +80.5% |
| All | +153.7% | +4.3% | +149.4% | +80.5% |
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 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