+1,298.9%
COHR vs AG
+68.4%
+1,230.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.7% |
| 7D | +8.3% | -6.7% | +15.1% | +9.6% |
| 30D | -14.1% | +2.2% | -16.3% | -14.7% |
| 3M | -16.0% | +15.7% | -31.7% | -18.2% |
| 6M | +21.5% | -23.8% | +45.3% | +26.0% |
| YTD | +65.4% | +17.6% | +47.8% | +60.3% |
| 1Y | +195.0% | +88.6% | +106.4% | +166.8% |
| 3Y | +830.2% | +253.4% | +576.7% | +649.1% |
| 5Y | +397.1% | +62.4% | +334.7% | +323.2% |
| All | +1,298.9% | +68.4% | +1,230.5% | +1,058.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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