+1,243.0%
COHR vs AMBA
+8.8%
+1,234.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +10.9% | +7.1% | +3.8% | +7.3% |
| 30D | -10.8% | -18.1% | +7.3% | -2.5% |
| 3M | -17.4% | +8.4% | -25.7% | -21.8% |
| 6M | +12.5% | +25.7% | -13.2% | -1.0% |
| YTD | +58.8% | -4.2% | +63.0% | +54.7% |
| 1Y | +183.3% | -18.7% | +202.0% | +194.2% |
| 3Y | +783.0% | +13.3% | +769.7% | +654.8% |
| 5Y | +377.2% | -54.2% | +431.5% | +415.0% |
| All | +1,243.0% | +8.8% | +1,234.1% | +708.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling