-25.7%
AMBA vs COO
-7.7%
-18.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -0.9% |
| 7D | -8.1% | +8.4% | -16.5% | -6.9% |
| 30D | -10.8% | +13.5% | -24.2% | -9.1% |
| 3M | -25.9% | -13.8% | -12.2% | -26.3% |
| 6M | -13.9% | +4.7% | -18.6% | -16.4% |
| YTD | -14.0% | -21.4% | +7.4% | +6.2% |
| 1Y | -25.7% | -6.7% | -18.9% | -23.3% |
| All | -25.7% | -7.7% | -18.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling