+1,123.5%
COR vs AMBA
+722.2%
+401.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.6% |
| 7D | +2.8% | -14.6% | +17.3% | +3.5% |
| 30D | +7.4% | -18.8% | +26.2% | +8.4% |
| 3M | +7.3% | -32.6% | +39.9% | +9.2% |
| 6M | +11.5% | -25.8% | +37.3% | +11.8% |
| YTD | +1.2% | -22.1% | +23.3% | +0.8% |
| 1Y | -3.3% | -36.2% | +32.9% | -2.7% |
| 3Y | +78.5% | +10.0% | +68.5% | +69.1% |
| 5Y | +183.0% | -71.6% | +254.5% | +188.1% |
| 10Y | +545.4% | -4.7% | +550.1% | +453.2% |
| All | +1,123.5% | +722.2% | +401.3% | +793.5% |
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 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