+208.1%
COF vs AMBA
+12.8%
+195.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.8% |
| 7D | -5.8% | 0.0% | -5.7% | -6.0% |
| 30D | -0.3% | -8.6% | +8.2% | +1.3% |
| 3M | -8.5% | -29.0% | +20.5% | -1.9% |
| 6M | +5.6% | -19.2% | +24.8% | +5.1% |
| YTD | -17.1% | -13.0% | -4.1% | -19.9% |
| 1Y | -7.4% | -31.3% | +23.8% | -5.9% |
| 3Y | +99.1% | +28.1% | +70.9% | +61.1% |
| 5Y | +39.5% | -69.4% | +109.0% | +46.5% |
| 10Y | +208.1% | +7.6% | +200.5% | +99.4% |
| All | +208.1% | +12.8% | +195.3% | +99.4% |
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