+19.7%
COPX vs AMBA
-34.6%
+54.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +1.6% | -2.6% | +4.3% | +2.2% |
| 30D | -15.0% | -10.5% | -4.5% | -13.0% |
| 3M | -18.6% | -26.4% | +7.8% | -13.5% |
| 6M | -14.9% | -20.9% | +5.9% | -13.7% |
| YTD | +1.8% | -14.8% | +16.6% | -0.6% |
| 1Y | +19.7% | -36.1% | +55.7% | +18.6% |
| All | +19.7% | -34.6% | +54.3% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling