+244.4%
ACN vs AMBA
+837.3%
-592.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -1.5% | -11.0% | +9.4% | -0.1% |
| 30D | +9.4% | -23.2% | +32.5% | +12.9% |
| 3M | +5.6% | -12.7% | +18.4% | +5.2% |
| 6M | -9.3% | +11.2% | -20.5% | -13.9% |
| YTD | -29.0% | -11.2% | -17.7% | -30.7% |
| 1Y | -24.7% | -22.5% | -2.1% | -25.7% |
| 3Y | -39.8% | -1.3% | -38.5% | -45.0% |
| 5Y | -40.9% | -54.2% | +13.2% | -43.2% |
| 10Y | +91.1% | -6.1% | +97.2% | +56.2% |
| All | +244.4% | +837.3% | -592.9% | +108.2% |
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 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