-0.1%
AMBA vs COO
+41.2%
-41.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.2% |
| 7D | -7.2% | +4.7% | -12.0% | -10.0% |
| 30D | -10.4% | +13.9% | -24.3% | -17.7% |
| 3M | -30.1% | -14.9% | -15.2% | -24.8% |
| 6M | -22.4% | +2.0% | -24.5% | -28.6% |
| YTD | -17.3% | -23.9% | +6.6% | -6.4% |
| 1Y | -35.4% | -9.6% | -25.8% | -35.3% |
| 3Y | +18.6% | -25.4% | +44.0% | +31.8% |
| 5Y | -69.8% | -41.2% | -28.6% | -61.3% |
| All | -0.1% | +41.2% | -41.3% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling