+568.1%
CCEP vs AMBA
+837.3%
-269.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -3.1% | -11.0% | +7.9% | -2.1% |
| 30D | -2.6% | -23.2% | +20.6% | -0.4% |
| 3M | +14.9% | -12.7% | +27.6% | +14.9% |
| 6M | +2.3% | +11.2% | -9.0% | -0.7% |
| YTD | +17.8% | -11.2% | +29.1% | +16.4% |
| 1Y | +24.2% | -22.5% | +46.7% | +23.4% |
| 3Y | +84.7% | -1.3% | +86.0% | +73.2% |
| 5Y | +103.2% | -54.2% | +157.4% | +97.3% |
| 10Y | +257.4% | -6.1% | +263.5% | +206.4% |
| All | +568.1% | +837.3% | -269.2% | +355.3% |
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