+274.9%
COP vs AMBA
+837.3%
-562.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +3.0% | -11.0% | +14.0% | +4.5% |
| 30D | +17.5% | -23.2% | +40.6% | +21.3% |
| 3M | +13.4% | -12.7% | +26.1% | +13.2% |
| 6M | +17.7% | +11.2% | +6.5% | +12.4% |
| YTD | +46.6% | -11.2% | +57.8% | +43.7% |
| 1Y | +44.6% | -22.5% | +67.1% | +43.1% |
| 3Y | +20.7% | -1.3% | +22.0% | +10.5% |
| 5Y | +185.0% | -54.2% | +239.2% | +171.5% |
| 10Y | +347.0% | -6.1% | +353.1% | +248.6% |
| All | +274.9% | +837.3% | -562.3% | +122.4% |
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