+492.2%
COR vs AMBA
-0.9%
+493.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | +7.8% | +2.7% | +5.2% | +7.7% |
| 30D | +7.0% | -2.2% | +9.2% | +7.0% |
| 3M | +16.3% | -26.6% | +42.9% | +17.7% |
| 6M | +41.3% | -26.8% | +68.1% | +41.9% |
| YTD | +7.1% | -15.1% | +22.3% | +6.3% |
| 1Y | -0.8% | -32.3% | +31.4% | -0.4% |
| 3Y | +85.0% | +19.8% | +65.2% | +73.9% |
| 5Y | +203.9% | -69.2% | +273.1% | +212.4% |
| All | +492.2% | -0.9% | +493.1% | +363.1% |
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