+380.5%
COF vs AMBA
+837.3%
-456.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.8% | -11.0% | +12.8% | +4.1% |
| 30D | -0.6% | -23.2% | +22.6% | +4.5% |
| 3M | +20.3% | -12.7% | +33.0% | +20.3% |
| 6M | +13.0% | +11.2% | +1.8% | +5.8% |
| YTD | -8.3% | -11.2% | +2.9% | -10.4% |
| 1Y | -1.5% | -22.5% | +21.1% | -2.3% |
| 3Y | +122.3% | -1.3% | +123.6% | +100.3% |
| 5Y | +52.5% | -54.2% | +106.7% | +48.0% |
| 10Y | +264.9% | -6.1% | +271.0% | +185.3% |
| All | +380.5% | +837.3% | -456.7% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling