+4.9%
AMBA vs COO
+38.3%
-33.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | +4.5% | -7.2% | -5.3% |
| 30D | -10.5% | +16.9% | -27.4% | -19.1% |
| 3M | -26.4% | -16.7% | -9.7% | -19.6% |
| 6M | -20.9% | +5.9% | -26.8% | -28.8% |
| YTD | -14.8% | -22.4% | +7.6% | -4.6% |
| 1Y | -36.1% | -10.1% | -26.0% | -35.6% |
| 3Y | +20.2% | -22.8% | +43.0% | +30.6% |
| 5Y | -67.2% | -41.4% | -25.8% | -57.9% |
| 10Y | +4.9% | +41.3% | -36.3% | -0.4% |
| All | +4.9% | +38.3% | -33.4% | -0.4% |
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