+396.9%
APP vs COHR
+269.4%
+127.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.4% |
| 7D | +1.1% | +8.3% | -7.3% | -2.3% |
| 30D | +6.6% | -14.1% | +20.8% | +11.6% |
| 3M | -32.3% | -16.0% | -16.3% | -31.8% |
| 6M | -29.8% | +21.5% | -51.3% | -43.6% |
| YTD | -51.9% | +65.4% | -117.4% | -67.6% |
| 1Y | -43.3% | +195.0% | -238.3% | -72.0% |
| 3Y | +664.1% | +830.2% | -166.1% | +114.2% |
| 5Y | +318.7% | +397.1% | -78.4% | +52.2% |
| All | +396.9% | +269.4% | +127.5% | +80.2% |
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 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