-53.9%
AMBA vs COO
-38.8%
-15.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.3% |
| 7D | -11.0% | -2.2% | -8.7% | -9.6% |
| 30D | -23.2% | -7.0% | -16.1% | -19.5% |
| 3M | -12.7% | +12.2% | -24.9% | -22.9% |
| 6M | +11.2% | -15.1% | +26.3% | +22.3% |
| YTD | -11.2% | -15.1% | +3.9% | -2.1% |
| 1Y | -22.5% | +2.3% | -24.9% | -27.3% |
| 3Y | -1.3% | -23.7% | +22.4% | +12.1% |
| All | -53.9% | -38.8% | -15.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling