+657.5%
COHR vs AMBA
-0.9%
+658.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.3% |
| 7D | +13.1% | +2.7% | +10.5% | +12.2% |
| 30D | -17.2% | -2.2% | -15.0% | -15.3% |
| 3M | -33.3% | -26.6% | -6.7% | -22.4% |
| 6M | -46.0% | -26.8% | -19.2% | -38.9% |
| YTD | +18.2% | -15.1% | +33.3% | +23.3% |
| 1Y | +55.9% | -32.3% | +88.1% | +77.5% |
| 3Y | +544.7% | +19.8% | +524.8% | +447.5% |
| 5Y | +234.6% | -69.2% | +303.8% | +337.6% |
| All | +657.5% | -0.9% | +658.4% | +365.9% |
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