+111.8%
COPX vs AMBA
-69.7%
+181.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -2.8% | +2.7% | -5.5% | -3.4% |
| 30D | -14.3% | -2.2% | -12.2% | -14.0% |
| 3M | -19.0% | -26.6% | +7.6% | -13.6% |
| 6M | -24.4% | -26.8% | +2.4% | -21.5% |
| YTD | -3.2% | -15.1% | +11.9% | -3.7% |
| 1Y | +15.2% | -32.3% | +47.4% | +19.4% |
| 3Y | +127.6% | +19.8% | +107.8% | +97.3% |
| All | +111.8% | -69.7% | +181.6% | +97.8% |
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