+286.5%
KO vs AMBA
+772.6%
-486.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -0.2% |
| 7D | +1.7% | -7.2% | +8.9% | +1.9% |
| 30D | +11.5% | -10.4% | +21.9% | +11.8% |
| 3M | +10.8% | -30.1% | +40.9% | +11.9% |
| 6M | +22.3% | -22.4% | +44.7% | +22.3% |
| YTD | +39.5% | -17.3% | +56.9% | +38.9% |
| 1Y | +42.2% | -35.4% | +77.6% | +42.8% |
| 3Y | +83.1% | +18.6% | +64.5% | +75.5% |
| 5Y | +94.8% | -69.8% | +164.7% | +95.7% |
| 10Y | +212.9% | +1.1% | +211.8% | +181.8% |
| All | +286.5% | +772.6% | -486.1% | +185.8% |
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 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