+12,846.9%
AMD vs COHR
+48,043.4%
-35,196.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.0% | -2.8% | -7.4% |
| 7D | +18.9% | +13.1% | +5.8% | +15.9% |
| 30D | -6.4% | -17.2% | +10.7% | -1.9% |
| 3M | +10.6% | -33.3% | +43.9% | +20.8% |
| 6M | +19.9% | -46.0% | +65.8% | +35.8% |
| YTD | +149.4% | +18.2% | +131.2% | +138.2% |
| 1Y | +115.4% | +55.9% | +59.5% | +94.3% |
| 3Y | +357.3% | +544.7% | -187.4% | +201.2% |
| 5Y | +261.1% | +234.6% | +26.5% | +164.5% |
| 10Y | +7,883.0% | +656.2% | +7,226.8% | +4,887.7% |
| All | +12,846.9% | +48,043.4% | -35,196.5% | +6,552.2% |
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