+1,298.9%
COHR vs AGI
+392.3%
+906.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +8.3% | -2.7% | +11.1% | +8.7% |
| 30D | -14.1% | +7.2% | -21.4% | -15.0% |
| 3M | -16.0% | +4.3% | -20.3% | -16.8% |
| 6M | +21.5% | -27.1% | +48.6% | +25.5% |
| YTD | +65.4% | -6.6% | +72.1% | +66.1% |
| 1Y | +195.0% | +9.5% | +185.5% | +191.1% |
| 3Y | +830.2% | +208.4% | +621.7% | +724.4% |
| 5Y | +397.1% | +401.6% | -4.5% | +321.5% |
| All | +1,298.9% | +392.3% | +906.5% | +1,058.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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