+830.2%
COHR vs AJG
+8.2%
+822.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +3.4% |
| 7D | +8.3% | -8.3% | +16.6% | +3.2% |
| 30D | -14.1% | -5.7% | -8.5% | -16.5% |
| 3M | -16.0% | +9.1% | -25.1% | -11.0% |
| 6M | +21.5% | +15.2% | +6.2% | +32.2% |
| YTD | +65.4% | -6.3% | +71.7% | +72.2% |
| 1Y | +195.0% | -19.1% | +214.1% | +206.7% |
| 3Y | +830.2% | +8.2% | +821.9% | +842.0% |
| All | +830.2% | +8.2% | +822.0% | +842.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling