+137,736.4%
AMAT vs COHR
+62,103.6%
+75,632.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.6% | -2.3% | +3.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -14.8% | -14.1% | -0.7% | -12.6% |
| 3M | -9.3% | -33.2% | +23.9% | -1.9% |
| 6M | +27.4% | +2.5% | +24.8% | +26.1% |
| YTD | +77.6% | +52.7% | +24.9% | +62.1% |
| 1Y | +188.9% | +194.8% | -5.8% | +130.9% |
| 3Y | +202.3% | +650.8% | -448.5% | +96.8% |
| 5Y | +248.9% | +358.4% | -109.5% | +143.3% |
| 10Y | +1,585.2% | +1,191.2% | +394.1% | +890.4% |
| All | +137,736.4% | +62,103.6% | +75,632.8% | +66,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling