+306.4%
APP vs COHR
+366.8%
-60.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.4% |
| 7D | +0.3% | +10.9% | -10.6% | -4.1% |
| 30D | -1.3% | -10.8% | +9.5% | +1.3% |
| 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% | -68.3% |
| 1Y | -44.5% | +183.3% | -227.8% | -72.6% |
| 3Y | +646.7% | +783.0% | -136.4% | +106.1% |
| 5Y | +306.4% | +377.2% | -70.8% | +51.7% |
| All | +306.4% | +366.8% | -60.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling