+17.8%
AVGO vs COHR
+211.4%
-193.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -1.6% |
| 7D | -3.0% | +1.0% | -3.9% | -3.3% |
| 30D | -14.4% | -14.1% | -0.3% | -12.0% |
| 3M | -14.4% | -33.2% | +18.8% | -7.0% |
| 6M | +13.1% | +2.5% | +10.6% | +4.9% |
| YTD | +3.8% | +52.7% | -48.9% | -19.6% |
| 1Y | +17.8% | +194.8% | -177.0% | -29.8% |
| All | +17.8% | +211.4% | -193.7% | -29.8% |
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