+194.8%
COHR vs AMDL
+384.9%
-190.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.2% | -2.6% | +4.0% |
| 7D | +1.0% | +4.5% | -3.6% | -0.3% |
| 30D | -14.1% | -4.4% | -9.7% | -13.0% |
| 3M | -33.2% | -30.5% | -2.7% | -28.1% |
| 6M | +2.5% | +300.9% | -298.3% | -26.3% |
| YTD | +52.7% | +219.9% | -167.2% | +12.1% |
| 1Y | +194.8% | +374.7% | -179.9% | +118.0% |
| All | +194.8% | +384.9% | -190.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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