+52.8%
COF vs AMBA
-54.5%
+107.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.8% | -11.0% | +12.8% | +4.4% |
| 30D | -0.6% | -23.2% | +22.6% | +5.1% |
| 3M | +20.3% | -12.7% | +33.0% | +20.1% |
| 6M | +13.0% | +11.2% | +1.8% | +3.9% |
| YTD | -8.3% | -11.2% | +2.9% | -11.1% |
| 1Y | -1.5% | -22.5% | +21.1% | -3.0% |
| 3Y | +122.3% | -1.3% | +123.6% | +92.3% |
| All | +52.8% | -54.5% | +107.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling