+11,477.5%
AMD vs COHR
+62,103.6%
-50,626.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +3.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -0.9% | -14.1% | +13.2% | +1.5% |
| 3M | -8.7% | -33.2% | +24.5% | -1.2% |
| 6M | +136.3% | +2.5% | +133.8% | +132.1% |
| YTD | +123.0% | +52.7% | +70.3% | +100.9% |
| 1Y | +195.2% | +194.8% | +0.4% | +130.4% |
| 3Y | +336.3% | +650.8% | -314.5% | +175.8% |
| 5Y | +334.5% | +358.4% | -23.9% | +196.9% |
| 10Y | +6,259.1% | +1,191.2% | +5,068.0% | +3,504.4% |
| All | +11,477.5% | +62,103.6% | -50,626.1% | +5,511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling