+641.7%
APP vs COHR
+769.4%
-127.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.3% |
| 7D | +0.3% | +10.9% | -10.6% | -3.8% |
| 30D | -1.3% | -10.8% | +9.5% | +1.1% |
| 3M | -36.2% | -17.4% | -18.8% | -35.4% |
| 6M | -34.1% | +12.5% | -46.6% | -45.5% |
| YTD | -53.3% | +58.8% | -112.2% | -68.6% |
| 1Y | -44.5% | +183.3% | -227.8% | -73.2% |
| All | +641.7% | +769.4% | -127.7% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling