+278.3%
COP vs AMBA
+722.2%
-443.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.4% | +0.1% |
| 7D | -9.7% | -14.6% | +4.9% | -8.0% |
| 30D | +4.7% | -18.8% | +23.5% | +7.3% |
| 3M | +18.5% | -32.6% | +51.1% | +23.9% |
| 6M | +11.4% | -25.8% | +37.2% | +12.4% |
| YTD | +47.9% | -22.1% | +70.0% | +46.9% |
| 1Y | +59.3% | -36.2% | +95.5% | +61.8% |
| 3Y | +23.6% | +10.0% | +13.6% | +10.8% |
| 5Y | +113.1% | -71.6% | +184.6% | +118.9% |
| 10Y | +329.1% | -4.7% | +333.8% | +234.7% |
| All | +278.3% | +722.2% | -443.9% | +127.3% |
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