+194.8%
COHR vs AIG
-4.5%
+199.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.2% |
| 7D | +1.0% | -0.9% | +1.9% | +0.5% |
| 30D | -14.1% | -4.9% | -9.2% | -16.0% |
| 3M | -33.2% | +4.5% | -37.7% | -31.7% |
| 6M | +2.5% | -1.4% | +4.0% | +2.9% |
| YTD | +52.7% | -9.8% | +62.5% | +49.2% |
| 1Y | +194.8% | -4.5% | +199.3% | +197.4% |
| All | +194.8% | -4.5% | +199.2% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling