+320.3%
COP vs AMBA
-0.9%
+321.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -0.3% |
| 7D | -11.5% | -7.2% | -4.3% | -10.7% |
| 30D | +5.0% | -10.4% | +15.3% | +6.3% |
| 3M | +17.5% | -30.1% | +47.6% | +22.8% |
| 6M | +16.2% | -22.4% | +38.7% | +16.5% |
| YTD | +48.8% | -17.3% | +66.1% | +46.2% |
| 1Y | +64.1% | -35.4% | +99.5% | +66.8% |
| 3Y | +25.7% | +18.6% | +7.0% | +8.6% |
| 5Y | +114.4% | -69.8% | +184.2% | +121.3% |
| All | +320.3% | -0.9% | +321.1% | +179.6% |
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