+378.2%
AMD vs COHR
+769.4%
-391.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.9% |
| 7D | +10.4% | +10.9% | -0.5% | +5.7% |
| 30D | +6.2% | -10.8% | +16.9% | +10.4% |
| 3M | +11.3% | -17.4% | +28.7% | +17.4% |
| 6M | +147.8% | +12.5% | +135.3% | +125.8% |
| YTD | +135.2% | +58.8% | +76.3% | +83.2% |
| 1Y | +215.7% | +183.3% | +32.4% | +89.1% |
| All | +378.2% | +769.4% | -391.3% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling