+65,045.6%
COHR vs AJG
+11,150.2%
+53,895.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +8.3% | -8.3% | +16.6% | +10.7% |
| 30D | -14.1% | -5.7% | -8.5% | -13.2% |
| 3M | -16.0% | +9.1% | -25.1% | -19.9% |
| 6M | +21.5% | +15.2% | +6.2% | +13.0% |
| YTD | +65.4% | -6.3% | +71.7% | +62.1% |
| 1Y | +195.0% | -19.1% | +214.1% | +200.2% |
| 3Y | +830.2% | +8.2% | +821.9% | +742.9% |
| 5Y | +397.1% | +75.6% | +321.5% | +282.0% |
| 10Y | +1,317.7% | +471.1% | +846.6% | +676.4% |
| All | +65,045.6% | +11,150.2% | +53,895.4% | +24,916.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling