+253.7%
KO vs AMBA
+837.3%
-583.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -1.8% | -11.0% | +9.2% | -1.4% |
| 30D | +1.4% | -23.2% | +24.6% | +2.3% |
| 3M | +15.4% | -12.7% | +28.1% | +15.3% |
| 6M | +14.3% | +11.2% | +3.1% | +12.8% |
| YTD | +27.7% | -11.2% | +38.9% | +27.0% |
| 1Y | +32.7% | -22.5% | +55.2% | +32.3% |
| 3Y | +62.2% | -1.3% | +63.5% | +57.4% |
| 5Y | +80.0% | -54.2% | +134.2% | +76.8% |
| 10Y | +175.6% | -6.1% | +181.7% | +149.3% |
| All | +253.7% | +837.3% | -583.6% | +161.3% |
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