+113.0%
COP vs AMBA
-70.4%
+183.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | +0.2% |
| 7D | -11.5% | -7.2% | -4.3% | -11.1% |
| 30D | +5.0% | -10.4% | +15.3% | +5.6% |
| 3M | +17.5% | -30.1% | +47.6% | +20.0% |
| 6M | +16.2% | -22.4% | +38.7% | +16.4% |
| YTD | +48.8% | -17.3% | +66.1% | +47.4% |
| 1Y | +64.1% | -35.4% | +99.5% | +65.9% |
| 3Y | +25.7% | +18.6% | +7.0% | +15.8% |
| All | +113.0% | -70.4% | +183.4% | +103.0% |
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