+214.1%
COPX vs AMBA
+837.3%
-623.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -4.0% | -11.0% | +7.0% | -1.5% |
| 30D | +4.5% | -23.2% | +27.7% | +10.6% |
| 3M | +0.8% | -12.7% | +13.5% | +1.9% |
| 6M | +3.2% | +11.2% | -8.0% | -2.1% |
| YTD | +26.7% | -11.2% | +37.9% | +25.4% |
| 1Y | +85.7% | -22.5% | +108.2% | +87.2% |
| 3Y | +151.2% | -1.3% | +152.5% | +128.0% |
| 5Y | +170.0% | -54.2% | +224.1% | +163.4% |
| 10Y | +572.9% | -6.1% | +579.0% | +410.6% |
| All | +214.1% | +837.3% | -623.2% | +63.7% |
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