-36.1%
AMBA vs COO
-13.9%
-22.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.5% |
| 7D | +10.7% | -2.1% | +12.8% | +10.3% |
| 30D | -5.0% | +13.9% | -19.0% | -3.2% |
| 3M | -26.9% | -18.9% | -8.0% | -27.9% |
| 6M | -21.9% | +3.7% | -25.6% | -25.8% |
| YTD | -13.8% | -24.1% | +10.3% | +5.9% |
| 1Y | -36.1% | -14.2% | -21.9% | -28.2% |
| All | -36.1% | -13.9% | -22.1% | -28.2% |
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