+256.0%
COHR vs AMBA
-68.7%
+324.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.1% |
| 7D | +36.7% | +10.7% | +26.0% | +30.9% |
| 30D | -20.0% | -5.0% | -14.9% | -16.8% |
| 3M | -34.7% | -26.9% | -7.8% | -23.3% |
| 6M | -37.9% | -21.9% | -16.0% | -31.6% |
| YTD | +25.7% | -13.8% | +39.5% | +29.9% |
| 1Y | +48.1% | -36.1% | +84.2% | +74.2% |
| 3Y | +583.2% | +21.6% | +561.6% | +468.7% |
| 5Y | +256.0% | -68.8% | +324.7% | +303.5% |
| All | +256.0% | -68.7% | +324.7% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling