+406.6%
COHR vs AMDL
+117.8%
+288.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.7% | -4.6% | +3.3% |
| 7D | +11.0% | +19.9% | -9.0% | +4.6% |
| 30D | -20.4% | +6.3% | -26.6% | -21.9% |
| 3M | -24.9% | -9.9% | -15.0% | -24.3% |
| 6M | +28.1% | +394.3% | -366.2% | -28.1% |
| YTD | +63.6% | +257.3% | -193.7% | -3.0% |
| 1Y | +205.9% | +508.5% | -302.6% | +38.3% |
| All | +406.6% | +117.8% | +288.8% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling