+8,589.1%
AMD vs COHR
+1,321.6%
+7,267.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.6% |
| 7D | +8.1% | +8.3% | -0.3% | +4.3% |
| 30D | +6.9% | -14.1% | +21.0% | +13.4% |
| 3M | +5.7% | -16.0% | +21.7% | +11.0% |
| 6M | +152.0% | +21.5% | +130.5% | +119.8% |
| YTD | +141.0% | +65.4% | +75.6% | +79.9% |
| 1Y | +231.6% | +195.0% | +36.5% | +85.8% |
| 3Y | +390.1% | +830.2% | -440.1% | +44.4% |
| 5Y | +390.6% | +397.1% | -6.5% | +81.4% |
| All | +8,589.1% | +1,321.6% | +7,267.4% | +1,604.1% |
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