+95.5%
AMD vs COHR
+54.9%
+40.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.6% |
| 7D | -15.5% | -18.6% | +3.1% | -7.6% |
| 30D | -22.6% | -41.5% | +18.9% | -3.6% |
| 3M | -5.7% | -39.7% | +34.0% | +12.5% |
| 6M | +43.1% | -40.9% | +84.0% | +70.0% |
| YTD | +128.2% | +5.7% | +122.5% | +122.1% |
| 1Y | +95.5% | +51.6% | +43.9% | +79.7% |
| All | +95.5% | +54.9% | +40.6% | +79.7% |
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