+830.2%
COHR vs AFL
+63.5%
+766.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.2% |
| 7D | +8.3% | -1.6% | +10.0% | +8.1% |
| 30D | -14.1% | -4.0% | -10.1% | -14.5% |
| 3M | -16.0% | -0.5% | -15.5% | -16.4% |
| 6M | +21.5% | +6.5% | +14.9% | +20.3% |
| YTD | +65.4% | +6.2% | +59.3% | +63.4% |
| 1Y | +195.0% | +8.3% | +186.7% | +190.0% |
| 3Y | +830.2% | +62.5% | +767.6% | +659.2% |
| All | +830.2% | +63.5% | +766.6% | +659.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling