+41.7%
COF vs AMBA
-70.4%
+112.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.3% |
| 7D | -1.5% | -7.2% | +5.8% | 0.0% |
| 30D | +3.0% | -10.4% | +13.4% | +5.1% |
| 3M | -7.9% | -30.1% | +22.2% | -1.3% |
| 6M | +5.2% | -22.4% | +27.6% | +5.6% |
| YTD | -15.7% | -17.3% | +1.6% | -17.7% |
| 1Y | -5.5% | -35.4% | +29.9% | -2.6% |
| 3Y | +100.5% | +18.6% | +81.9% | +63.6% |
| All | +41.7% | -70.4% | +112.2% | +35.4% |
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 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