+412.5%
COHR vs AMDL
+126.1%
+286.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.6% |
| 7D | +8.3% | +15.9% | -7.6% | +3.2% |
| 30D | -14.1% | +10.5% | -24.6% | -17.1% |
| 3M | -16.0% | -4.7% | -11.3% | -16.6% |
| 6M | +21.5% | +355.2% | -333.7% | -30.2% |
| YTD | +65.4% | +270.9% | -205.4% | -3.1% |
| 1Y | +195.0% | +499.5% | -304.5% | +34.4% |
| All | +412.5% | +126.1% | +286.4% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling