+113.1%
COP vs AMBA
-72.1%
+185.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.4% | -0.4% |
| 7D | -9.7% | -14.6% | +4.9% | -8.8% |
| 30D | +4.7% | -18.8% | +23.5% | +6.1% |
| 3M | +18.5% | -32.6% | +51.1% | +21.4% |
| 6M | +11.4% | -25.8% | +37.2% | +11.8% |
| YTD | +47.9% | -22.1% | +70.0% | +47.2% |
| 1Y | +59.3% | -36.2% | +95.5% | +60.9% |
| 3Y | +23.6% | +10.0% | +13.6% | +14.5% |
| 5Y | +113.1% | -71.6% | +184.6% | +103.2% |
| All | +113.1% | -72.1% | +185.2% | +103.2% |
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