-35.4%
AMBA vs COO
-9.4%
-26.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +5.9% |
| 7D | -7.2% | +4.7% | -12.0% | -6.5% |
| 30D | -10.4% | +13.9% | -24.3% | -8.7% |
| 3M | -30.1% | -14.9% | -15.2% | -30.7% |
| 6M | -22.4% | +2.0% | -24.5% | -25.4% |
| YTD | -17.3% | -23.9% | +6.6% | +1.7% |
| 1Y | -35.4% | -9.6% | -25.8% | -35.2% |
| All | -35.4% | -9.4% | -26.0% | -35.2% |
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