+64,642.4%
COHR vs ADM
+1,954.9%
+62,687.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | +13.0% | +1.4% | +11.6% | +12.5% |
| 30D | -6.7% | +8.2% | -14.9% | -8.8% |
| 3M | -14.7% | +8.7% | -23.4% | -17.1% |
| 6M | +20.3% | +29.1% | -8.8% | +11.3% |
| YTD | +64.4% | +53.7% | +10.8% | +45.0% |
| 1Y | +205.9% | +43.2% | +162.6% | +173.1% |
| 3Y | +814.1% | +21.4% | +792.7% | +730.0% |
| 5Y | +387.4% | +67.1% | +320.3% | +299.2% |
| 10Y | +1,308.9% | +176.6% | +1,132.3% | +904.3% |
| All | +64,642.4% | +1,954.9% | +62,687.5% | +40,665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling