+565.7%
AMZN vs COHR
+1,321.6%
-756.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +1.0% |
| 7D | -0.7% | +8.3% | -9.0% | -2.5% |
| 30D | -3.9% | -14.1% | +10.2% | -1.4% |
| 3M | +6.3% | -16.0% | +22.3% | +6.7% |
| 6M | +20.8% | +21.5% | -0.7% | +8.4% |
| YTD | +11.2% | +65.4% | -54.2% | -9.1% |
| 1Y | +11.7% | +195.0% | -183.3% | -22.5% |
| 3Y | +79.4% | +830.2% | -750.7% | -14.7% |
| 5Y | +48.0% | +397.1% | -349.1% | -21.4% |
| All | +565.7% | +1,321.6% | -756.0% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling