+1,092.0%
COR vs AMBA
+837.3%
+254.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.8% | -11.0% | +13.7% | +3.4% |
| 30D | +4.5% | -23.2% | +27.7% | +5.9% |
| 3M | +22.7% | -12.7% | +35.4% | +22.6% |
| 6M | -9.7% | +11.2% | -20.9% | -11.5% |
| YTD | -1.4% | -11.2% | +9.8% | -2.2% |
| 1Y | +13.9% | -22.5% | +36.5% | +13.5% |
| 3Y | +94.0% | -1.3% | +95.3% | +86.2% |
| 5Y | +184.0% | -54.2% | +238.2% | +178.0% |
| 10Y | +406.8% | -6.1% | +412.9% | +335.7% |
| All | +1,092.0% | +837.3% | +254.8% | +766.3% |
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