+183.0%
COR vs AMBA
-72.1%
+255.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -4.1% |
| 7D | +2.8% | -14.6% | +17.3% | +2.6% |
| 30D | +7.4% | -18.8% | +26.2% | +7.2% |
| 3M | +7.3% | -32.6% | +39.9% | +7.0% |
| 6M | +11.5% | -25.8% | +37.3% | +11.3% |
| YTD | +1.2% | -22.1% | +23.3% | +0.9% |
| 1Y | -3.3% | -36.2% | +32.9% | -3.5% |
| 3Y | +78.5% | +10.0% | +68.5% | +76.7% |
| 5Y | +183.0% | -71.6% | +254.5% | +180.9% |
| All | +183.0% | -72.1% | +255.0% | +180.9% |
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 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