+1,298.9%
COHR vs AIG
+66.2%
+1,232.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +8.3% | -1.2% | +9.5% | +8.8% |
| 30D | -14.1% | -1.1% | -13.1% | -13.9% |
| 3M | -16.0% | +0.7% | -16.7% | -17.1% |
| 6M | +21.5% | -2.2% | +23.6% | +20.9% |
| YTD | +65.4% | -10.8% | +76.3% | +70.3% |
| 1Y | +195.0% | -2.0% | +197.0% | +187.8% |
| 3Y | +830.2% | +34.8% | +795.3% | +676.7% |
| 5Y | +397.1% | +55.0% | +342.1% | +286.1% |
| All | +1,298.9% | +66.2% | +1,232.7% | +863.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling