-39.5%
ACN vs AMBA
-1.0%
-38.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -1.5% | -11.0% | +9.4% | -0.9% |
| 30D | +9.4% | -23.2% | +32.5% | +10.9% |
| 3M | +5.6% | -12.7% | +18.4% | +5.4% |
| 6M | -9.3% | +11.2% | -20.5% | -13.5% |
| YTD | -29.0% | -11.2% | -17.7% | -30.6% |
| 1Y | -24.7% | -22.5% | -2.1% | -25.8% |
| All | -39.5% | -1.0% | -38.6% | -45.3% |
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