-55.4%
APP vs COHR
+54.9%
-110.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.0% | +16.7% | +11.6% |
| 7D | +4.5% | -18.6% | +23.1% | +7.8% |
| 30D | -3.6% | -41.5% | +37.9% | +3.7% |
| 3M | -35.3% | -39.7% | +4.5% | -31.7% |
| 6M | -42.8% | -40.9% | -1.9% | -41.9% |
| YTD | -59.7% | +5.7% | -65.4% | -68.6% |
| 1Y | -55.4% | +51.6% | -106.9% | -69.8% |
| All | -55.4% | +54.9% | -110.3% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling