+194.8%
COHR vs AFL
+11.7%
+183.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +5.5% |
| 7D | +1.0% | +0.6% | +0.4% | +1.7% |
| 30D | -14.1% | -6.2% | -7.9% | -20.2% |
| 3M | -33.2% | +2.2% | -35.4% | -31.4% |
| 6M | +2.5% | +5.3% | -2.7% | +7.4% |
| YTD | +52.7% | +8.0% | +44.8% | +64.5% |
| 1Y | +194.8% | +10.2% | +184.5% | +230.3% |
| All | +194.8% | +11.7% | +183.1% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling