+391.3%
ACN vs AMBA
+807.9%
-416.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.6% | +4.0% |
| 7D | +8.6% | -8.1% | +16.6% | +9.6% |
| 30D | +36.6% | -10.8% | +47.3% | +38.1% |
| 3M | +56.3% | -25.9% | +82.2% | +61.4% |
| 6M | +49.7% | -13.9% | +63.5% | +47.0% |
| YTD | +1.3% | -14.0% | +15.3% | -1.2% |
| 1Y | +11.9% | -25.7% | +37.6% | +10.8% |
| 3Y | -10.6% | +21.5% | -32.1% | -21.2% |
| 5Y | -21.3% | -68.9% | +47.6% | -20.8% |
| 10Y | +166.2% | +5.2% | +161.0% | +115.1% |
| All | +391.3% | +807.9% | -416.6% | +196.8% |
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