-24.4%
ACN vs AMBA
-69.7%
+45.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.6% | -3.0% |
| 7D | -2.5% | 0.0% | -2.5% | -2.6% |
| 30D | +22.6% | -8.6% | +31.2% | +23.6% |
| 3M | +45.9% | -29.0% | +74.9% | +51.3% |
| 6M | +43.8% | -19.2% | +63.0% | +42.2% |
| YTD | -2.5% | -13.0% | +10.5% | -5.8% |
| 1Y | +6.5% | -31.3% | +37.7% | +6.6% |
| 3Y | -14.2% | +28.1% | -42.3% | -28.9% |
| 5Y | -24.4% | -69.4% | +45.0% | -29.2% |
| All | -24.4% | -69.7% | +45.3% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling