+21.5%
COHR vs AME
+7.8%
+13.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | -2.1% |
| 7D | +8.3% | +1.7% | +6.6% | +4.8% |
| 30D | -14.1% | -6.4% | -7.7% | -1.6% |
| 3M | -16.0% | +7.1% | -23.1% | -21.2% |
| 6M | +21.5% | +8.2% | +13.3% | +11.6% |
| All | +21.5% | +7.8% | +13.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling