+248.9%
COHR vs AFRM
-21.4%
+270.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.2% |
| 7D | +8.3% | -1.3% | +9.6% | +8.6% |
| 30D | -14.1% | -2.7% | -11.5% | -14.1% |
| 3M | -16.0% | +7.4% | -23.5% | -17.8% |
| 6M | +21.5% | +40.7% | -19.2% | +12.2% |
| YTD | +65.4% | -4.0% | +69.5% | +62.9% |
| 1Y | +195.0% | -12.2% | +207.3% | +193.6% |
| 3Y | +830.2% | +203.1% | +627.1% | +593.6% |
| 5Y | +397.1% | -42.2% | +439.3% | +289.4% |
| All | +248.9% | -21.4% | +270.3% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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