+377.2%
COHR vs AFRM
-38.8%
+416.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +10.9% | -8.5% | +19.4% | +12.9% |
| 30D | -10.8% | -11.4% | +0.6% | -9.1% |
| 3M | -17.4% | +8.2% | -25.6% | -19.5% |
| 6M | +12.5% | +36.6% | -24.1% | +3.8% |
| YTD | +58.8% | -8.7% | +67.5% | +57.8% |
| 1Y | +183.3% | -19.9% | +203.2% | +187.2% |
| 3Y | +783.0% | +202.6% | +580.5% | +540.3% |
| 5Y | +377.2% | -45.0% | +422.3% | +272.3% |
| All | +377.2% | -38.8% | +416.0% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling