+1,298.9%
COHR vs ABT
+201.3%
+1,097.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.7% |
| 7D | +8.3% | -5.9% | +14.2% | +10.9% |
| 30D | -14.1% | -8.1% | -6.1% | -11.6% |
| 3M | -16.0% | +14.5% | -30.5% | -23.0% |
| 6M | +21.5% | -6.3% | +27.7% | +22.1% |
| YTD | +65.4% | -17.1% | +82.6% | +76.3% |
| 1Y | +195.0% | -21.4% | +216.4% | +221.4% |
| 3Y | +830.2% | +5.9% | +824.2% | +696.5% |
| 5Y | +397.1% | -12.8% | +409.9% | +381.9% |
| All | +1,298.9% | +201.3% | +1,097.6% | +509.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling