+1,171.7%
COHR vs AMBA
+810.0%
+361.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +36.7% | +10.7% | +26.0% | +32.4% |
| 30D | -20.0% | -5.0% | -14.9% | -17.6% |
| 3M | -34.7% | -26.9% | -7.8% | -26.2% |
| 6M | -37.9% | -21.9% | -16.0% | -32.8% |
| YTD | +25.7% | -13.8% | +39.5% | +30.4% |
| 1Y | +48.1% | -36.1% | +84.2% | +69.0% |
| 3Y | +583.2% | +21.6% | +561.6% | +516.2% |
| 5Y | +256.0% | -68.8% | +324.7% | +338.8% |
| 10Y | +704.4% | +2.3% | +702.1% | +567.1% |
| All | +1,171.7% | +810.0% | +361.7% | +676.2% |
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 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