-35.9%
APP vs COHR
+211.4%
-247.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | +1.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -23.3% | -14.1% | -9.1% | -22.1% |
| 3M | -42.6% | -33.2% | -9.4% | -39.8% |
| 6M | -33.6% | +2.5% | -36.2% | -39.2% |
| YTD | -52.4% | +52.7% | -105.1% | -63.0% |
| 1Y | -35.9% | +194.8% | -230.7% | -52.9% |
| All | -35.9% | +211.4% | -247.3% | -52.9% |
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