+388.5%
COHR vs ALAB
+441.3%
-52.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -1.3% |
| 7D | +10.9% | +0.6% | +10.3% | +10.2% |
| 30D | -10.8% | -8.8% | -2.0% | -7.7% |
| 3M | -17.4% | -14.0% | -3.4% | -12.8% |
| 6M | +12.5% | +144.3% | -131.8% | -18.9% |
| YTD | +58.8% | +71.0% | -12.2% | +26.7% |
| 1Y | +183.3% | +23.5% | +159.8% | +144.9% |
| All | +388.5% | +441.3% | -52.8% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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