+810.4%
AMBA vs COO
+165.2%
+645.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -8.6% |
| 7D | -14.6% | +5.3% | -19.8% | -17.4% |
| 30D | -18.8% | +12.5% | -31.3% | -24.9% |
| 3M | -32.6% | -15.1% | -17.5% | -27.3% |
| 6M | -25.8% | +3.7% | -29.5% | -32.2% |
| YTD | -22.1% | -22.5% | +0.4% | -13.0% |
| 1Y | -36.2% | -7.8% | -28.4% | -36.9% |
| 3Y | +10.0% | -24.1% | +34.1% | +21.0% |
| 5Y | -71.6% | -40.1% | -31.5% | -63.6% |
| 10Y | -4.7% | +44.7% | -49.4% | -30.3% |
| All | +810.4% | +165.2% | +645.2% | +329.1% |
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