-2.6%
AMD vs COHR
-28.8%
+26.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +1.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | -0.9% | -14.1% | +13.2% | +2.9% |
| All | -2.6% | -28.8% | +26.2% | +12.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling