+334.3%
CCEP vs AMBA
+4.2%
+330.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +5.4% | -2.6% | +8.0% | +5.5% |
| 30D | +12.8% | -10.5% | +23.2% | +13.6% |
| 3M | +10.9% | -26.4% | +37.3% | +13.5% |
| 6M | +25.6% | -20.9% | +46.5% | +25.7% |
| YTD | +31.0% | -14.8% | +45.8% | +29.1% |
| 1Y | +32.3% | -36.1% | +68.3% | +34.0% |
| 3Y | +110.5% | +20.2% | +90.3% | +89.3% |
| 5Y | +141.8% | -67.2% | +209.0% | +142.7% |
| All | +334.3% | +4.2% | +330.1% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling