+937.8%
AMBA vs COO
+190.5%
+747.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.2% |
| 7D | -11.0% | -2.2% | -8.7% | -9.7% |
| 30D | -23.2% | -7.0% | -16.1% | -19.8% |
| 3M | -12.7% | +12.2% | -24.9% | -21.7% |
| 6M | +11.2% | -15.1% | +26.3% | +19.9% |
| YTD | -11.2% | -15.1% | +3.9% | -4.0% |
| 1Y | -22.5% | +2.3% | -24.9% | -26.6% |
| 3Y | -1.3% | -23.7% | +22.4% | +11.2% |
| 5Y | -54.2% | -38.9% | -15.2% | -40.7% |
| 10Y | -6.1% | +49.9% | -56.1% | -31.1% |
| All | +937.8% | +190.5% | +747.2% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling