+1,298.9%
COHR vs ADM
+177.9%
+1,121.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +2.5% | +5.8% | +7.2% |
| 30D | -14.1% | +9.5% | -23.6% | -17.4% |
| 3M | -16.0% | +10.6% | -26.6% | -20.0% |
| 6M | +21.5% | +24.0% | -2.6% | +10.0% |
| YTD | +65.4% | +54.0% | +11.5% | +36.6% |
| 1Y | +195.0% | +45.3% | +149.7% | +146.9% |
| 3Y | +830.2% | +21.8% | +808.4% | +715.7% |
| 5Y | +397.1% | +66.8% | +330.3% | +236.0% |
| All | +1,298.9% | +177.9% | +1,121.0% | +571.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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