+61.4%
AMAT vs COHR
+54.9%
+6.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -0.6% |
| 7D | -11.2% | -18.6% | +7.4% | -2.6% |
| 30D | -31.9% | -41.5% | +9.6% | -14.2% |
| 3M | -32.3% | -39.7% | +7.4% | -18.1% |
| 6M | -5.4% | -40.9% | +35.5% | +14.8% |
| YTD | +44.3% | +5.7% | +38.6% | +44.8% |
| 1Y | +61.4% | +51.6% | +9.8% | +53.4% |
| All | +61.4% | +54.9% | +6.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling