+160.4%
AMAT vs COHR
+591.1%
-430.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.1% |
| 7D | +19.3% | +36.7% | -17.4% | +4.1% |
| 30D | -17.9% | -20.0% | +2.0% | -10.6% |
| 3M | -30.4% | -34.7% | +4.3% | -19.0% |
| 6M | -11.4% | -37.9% | +26.5% | +3.1% |
| YTD | +48.8% | +25.7% | +23.0% | +30.8% |
| 1Y | +66.0% | +48.1% | +17.9% | +36.9% |
| All | +160.4% | +591.1% | -430.7% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling