+244.9%
COHR vs AFRM
-20.7%
+265.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +11.0% | +3.1% | +7.9% | +10.2% |
| 30D | -20.4% | -4.2% | -16.2% | -20.2% |
| 3M | -24.9% | +10.1% | -35.0% | -26.8% |
| 6M | +28.1% | +39.4% | -11.4% | +18.5% |
| YTD | +63.6% | -3.2% | +66.7% | +60.9% |
| 1Y | +205.9% | -16.1% | +222.0% | +207.1% |
| 3Y | +809.3% | +220.8% | +588.5% | +571.6% |
| 5Y | +397.1% | -17.7% | +414.7% | +272.2% |
| All | +244.9% | -20.7% | +265.6% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling