+392.0%
COHR vs AMDL
+115.6%
+276.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.7% | +3.3% | -1.2% |
| 7D | +10.9% | +20.7% | -9.8% | +4.2% |
| 30D | -10.8% | +9.4% | -20.2% | -13.5% |
| 3M | -17.4% | +5.6% | -23.0% | -20.6% |
| 6M | +12.5% | +340.3% | -327.8% | -34.6% |
| YTD | +58.8% | +253.6% | -194.8% | -5.5% |
| 1Y | +183.3% | +443.4% | -260.1% | +33.4% |
| All | +392.0% | +115.6% | +276.4% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling