+393.6%
COHR vs AAL
-32.1%
+425.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.6% |
| 7D | +8.3% | -0.9% | +9.3% | +8.7% |
| 30D | -14.1% | -12.9% | -1.3% | -8.9% |
| 3M | -16.0% | -11.2% | -4.8% | -11.9% |
| 6M | +21.5% | +17.8% | +3.6% | +11.0% |
| YTD | +65.4% | -15.1% | +80.6% | +72.3% |
| 1Y | +195.0% | +0.5% | +194.6% | +181.6% |
| 3Y | +830.2% | -7.7% | +837.8% | +744.2% |
| All | +393.6% | -32.1% | +425.7% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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