+378.7%
AMD vs COHR
+366.8%
+11.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.8% |
| 7D | +10.4% | +10.9% | -0.5% | +5.5% |
| 30D | +6.2% | -10.8% | +16.9% | +10.6% |
| 3M | +11.3% | -17.4% | +28.7% | +17.8% |
| 6M | +147.8% | +12.5% | +135.3% | +123.4% |
| YTD | +135.2% | +58.8% | +76.3% | +78.6% |
| 1Y | +215.7% | +183.3% | +32.4% | +79.6% |
| 3Y | +374.7% | +783.0% | -408.4% | +37.9% |
| 5Y | +378.7% | +377.2% | +1.5% | +99.6% |
| All | +378.7% | +366.8% | +11.9% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling