+591.7%
COPX vs AMBA
-5.3%
+596.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | +5.8% | -6.4% | +12.2% | +7.4% |
| 30D | +7.2% | -26.8% | +34.1% | +15.6% |
| 3M | +16.5% | -7.6% | +24.1% | +16.0% |
| 6M | +18.4% | +21.2% | -2.7% | +9.0% |
| YTD | +31.9% | -10.4% | +42.3% | +29.8% |
| 1Y | +88.5% | -24.4% | +112.9% | +90.9% |
| 3Y | +173.1% | +6.0% | +167.1% | +138.6% |
| 5Y | +193.1% | -53.9% | +247.0% | +180.5% |
| 10Y | +591.7% | -6.2% | +597.8% | +358.5% |
| All | +591.7% | -5.3% | +596.9% | +358.5% |
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