-11.8%
ACN vs AMBA
+16.7%
-28.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.0% |
| 7D | +0.9% | -7.2% | +8.1% | +1.1% |
| 30D | +33.5% | -10.4% | +43.9% | +33.9% |
| 3M | +53.5% | -30.1% | +83.6% | +55.7% |
| 6M | +52.2% | -22.4% | +74.7% | +51.1% |
| YTD | -0.1% | -17.3% | +17.2% | -2.3% |
| 1Y | +11.0% | -35.4% | +46.4% | +11.6% |
| 3Y | -11.8% | +18.6% | -30.4% | -21.6% |
| All | -11.8% | +16.7% | -28.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling