+262.0%
AMAT vs COHR
+401.5%
-139.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +6.9% | +13.0% | -6.0% | +1.5% |
| 30D | -10.1% | -6.7% | -3.4% | -8.1% |
| 3M | -6.0% | -14.7% | +8.8% | -1.1% |
| 6M | +38.6% | +20.3% | +18.4% | +24.7% |
| YTD | +83.1% | +64.4% | +18.7% | +43.5% |
| 1Y | +188.3% | +205.9% | -17.5% | +72.4% |
| 3Y | +225.3% | +814.1% | -588.8% | +7.8% |
| 5Y | +262.0% | +387.4% | -125.4% | +62.9% |
| All | +262.0% | +401.5% | -139.5% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling