+252.4%
COF vs AMBA
-5.3%
+257.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | +1.2% | -6.4% | +7.7% | +2.7% |
| 30D | -1.4% | -26.8% | +25.5% | +5.9% |
| 3M | +19.0% | -7.6% | +26.7% | +17.5% |
| 6M | +14.9% | +21.2% | -6.3% | +3.4% |
| YTD | -10.7% | -10.4% | -0.3% | -13.5% |
| 1Y | -1.3% | -24.4% | +23.1% | -2.0% |
| 3Y | +124.3% | +6.0% | +118.3% | +92.1% |
| 5Y | +51.1% | -53.9% | +105.0% | +43.4% |
| 10Y | +252.4% | -6.2% | +258.5% | +135.6% |
| All | +252.4% | -5.3% | +257.6% | +135.6% |
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