+31,776.8%
AVGO vs COHR
+2,433.1%
+29,343.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.2% |
| 7D | +1.1% | +8.3% | -7.2% | -1.8% |
| 30D | -13.0% | -14.1% | +1.1% | -9.0% |
| 3M | -6.0% | -16.0% | +10.0% | -4.0% |
| 6M | +6.4% | +21.5% | -15.1% | -7.7% |
| YTD | +5.0% | +65.4% | -60.5% | -20.6% |
| 1Y | +1.4% | +195.0% | -193.6% | -39.1% |
| 3Y | +336.8% | +830.2% | -493.3% | +64.8% |
| 5Y | +698.2% | +397.1% | +301.1% | +247.3% |
| 10Y | +2,837.0% | +1,317.7% | +1,519.3% | +657.0% |
| All | +31,776.8% | +2,433.1% | +29,343.6% | +6,114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling