+328.5%
COF vs AMBA
+799.6%
-471.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -6.2% | -2.6% | -3.5% | -5.8% |
| 30D | -1.7% | -10.5% | +8.8% | +0.1% |
| 3M | -10.2% | -26.4% | +16.2% | -5.4% |
| 6M | +4.2% | -20.9% | +25.1% | +4.4% |
| YTD | -18.2% | -14.8% | -3.5% | -20.0% |
| 1Y | -9.7% | -36.1% | +26.3% | -6.9% |
| 3Y | +95.0% | +20.2% | +74.8% | +68.1% |
| 5Y | +36.8% | -67.2% | +104.1% | +40.8% |
| 10Y | +192.6% | +5.0% | +187.7% | +125.8% |
| All | +328.5% | +799.6% | -471.0% | +146.8% |
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