-1.5%
COF vs AMBA
-20.7%
+19.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.8% | -11.0% | +12.8% | +2.8% |
| 30D | -0.6% | -23.2% | +22.6% | +1.5% |
| 3M | +20.3% | -12.7% | +33.0% | +20.3% |
| 6M | +13.0% | +11.2% | +1.8% | +5.4% |
| YTD | -8.3% | -11.2% | +2.9% | -11.1% |
| 1Y | -1.5% | -22.5% | +21.1% | -4.3% |
| All | -1.5% | -20.7% | +19.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling