-16.0%
COHR vs AGI
+9.0%
-25.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | -2.7% | +11.1% | +9.2% |
| 30D | -14.1% | +7.2% | -21.4% | -16.2% |
| 3M | -16.0% | +4.3% | -20.3% | -23.8% |
| All | -16.0% | +9.0% | -25.0% | -23.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling