+475.2%
COR vs AMBA
+0.6%
+474.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | +2.9% | +10.7% | -7.8% | +2.4% |
| 30D | +5.8% | -5.0% | +10.9% | +6.0% |
| 3M | +11.4% | -26.9% | +38.3% | +12.8% |
| 6M | +34.5% | -21.9% | +56.4% | +34.6% |
| YTD | +4.1% | -13.8% | +17.9% | +3.1% |
| 1Y | -3.1% | -36.1% | +32.9% | -2.4% |
| 3Y | +80.9% | +21.6% | +59.2% | +69.9% |
| 5Y | +195.1% | -68.8% | +263.9% | +203.2% |
| All | +475.2% | +0.6% | +474.5% | +349.5% |
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 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