+2,132.8%
COHR vs AG
+424.3%
+1,708.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -2.7% |
| 7D | +10.9% | -5.8% | +16.7% | +11.7% |
| 30D | -10.8% | +6.4% | -17.1% | -11.6% |
| 3M | -17.4% | +28.4% | -45.7% | -20.1% |
| 6M | +12.5% | -24.5% | +36.9% | +16.2% |
| YTD | +58.8% | +21.2% | +37.7% | +54.1% |
| 1Y | +183.3% | +114.1% | +69.2% | +156.0% |
| 3Y | +783.0% | +268.0% | +515.0% | +628.0% |
| 5Y | +377.2% | +67.3% | +309.9% | +316.6% |
| 10Y | +1,261.0% | +66.1% | +1,194.9% | +994.6% |
| All | +2,132.8% | +424.3% | +1,708.5% | +1,111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling