+12.5%
COHR vs AG
-25.0%
+37.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -0.8% |
| 7D | +10.9% | -5.8% | +16.7% | +14.3% |
| 30D | -10.8% | +6.4% | -17.1% | -14.4% |
| 3M | -17.4% | +28.4% | -45.7% | -29.6% |
| 6M | +12.5% | -24.5% | +36.9% | +23.9% |
| All | +12.5% | -25.0% | +37.5% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling