+640.9%
CCEP vs AMBA
+722.2%
-81.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.4% | +10.7% | +2.0% |
| 7D | +5.7% | -14.6% | +20.3% | +7.0% |
| 30D | +15.3% | -18.8% | +34.1% | +17.1% |
| 3M | +8.0% | -32.6% | +40.6% | +11.2% |
| 6M | +26.7% | -25.8% | +52.5% | +27.5% |
| YTD | +30.7% | -22.1% | +52.8% | +30.0% |
| 1Y | +36.5% | -36.2% | +72.8% | +38.0% |
| 3Y | +111.1% | +10.0% | +101.1% | +94.3% |
| 5Y | +149.7% | -71.6% | +221.3% | +153.3% |
| 10Y | +305.3% | -4.7% | +310.1% | +246.6% |
| All | +640.9% | +722.2% | -81.3% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling