+48.4%
COHR vs AJG
+13.5%
+34.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.5% | +8.9% |
| 7D | +20.2% | -2.2% | +22.4% | +17.3% |
| 30D | -18.6% | +20.6% | -39.1% | +6.2% |
| 3M | -28.6% | +11.5% | -40.2% | -13.3% |
| 6M | -38.2% | +42.9% | -81.1% | -2.0% |
| YTD | +27.1% | +10.0% | +17.1% | +62.8% |
| 1Y | +48.4% | +11.9% | +36.5% | +95.5% |
| All | +48.4% | +13.5% | +34.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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