+1,616.4%
AMAT vs COHR
+1,321.6%
+294.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -1.2% |
| 7D | +0.4% | +8.3% | -7.9% | -3.1% |
| 30D | -16.6% | -14.1% | -2.5% | -11.6% |
| 3M | -17.3% | -16.0% | -1.3% | -12.4% |
| 6M | +30.3% | +21.5% | +8.9% | +15.9% |
| YTD | +78.3% | +65.4% | +12.8% | +37.2% |
| 1Y | +169.8% | +195.0% | -25.2% | +59.0% |
| 3Y | +218.5% | +830.2% | -611.6% | +0.3% |
| 5Y | +247.7% | +397.1% | -149.4% | +34.6% |
| All | +1,616.4% | +1,321.6% | +294.8% | +285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling