+1,712.0%
COHR vs AMC
-98.1%
+1,810.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.5% | +7.2% |
| 7D | +11.0% | -0.8% | +11.7% | +11.0% |
| 30D | -20.4% | -1.2% | -19.2% | -20.4% |
| 3M | -24.9% | +42.2% | -67.1% | -26.6% |
| 6M | +28.1% | +118.8% | -90.7% | +22.3% |
| YTD | +63.6% | +64.1% | -0.5% | +58.1% |
| 1Y | +205.9% | -9.5% | +215.5% | +203.3% |
| 3Y | +809.3% | -64.3% | +873.6% | +814.0% |
| 5Y | +397.1% | -99.5% | +496.5% | +449.5% |
| 10Y | +1,238.1% | -98.9% | +1,337.0% | +1,400.6% |
| All | +1,712.0% | -98.1% | +1,810.1% | +1,681.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling